+55.9%
SOXL vs ALM
+44.8%
+11.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -10.0% | -9.6% |
| 7D | -37.9% | -6.4% | -31.5% | -34.3% |
| 30D | -59.4% | -35.0% | -24.4% | -45.1% |
| 3M | -52.3% | -33.8% | -18.5% | -37.4% |
| 6M | -47.7% | -55.0% | +7.3% | -10.3% |
| YTD | +58.8% | -0.2% | +59.0% | +118.5% |
| 1Y | +55.9% | +41.8% | +14.1% | +81.0% |
| All | +55.9% | +44.8% | +11.1% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling