+4,921.3%
SOXL vs ALM
+2,589.2%
+2,332.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.5% | +11.8% | +6.3% |
| 7D | +3.9% | -11.8% | +15.7% | +6.0% |
| 30D | -14.3% | +7.8% | -22.1% | -15.5% |
| 3M | -45.6% | -9.3% | -36.4% | -44.4% |
| 6M | +117.2% | -30.5% | +147.7% | +132.1% |
| YTD | +189.8% | +75.8% | +114.0% | +178.5% |
| 1Y | +317.7% | +241.2% | +76.6% | +271.0% |
| 3Y | +478.6% | +1,872.6% | -1,394.0% | +309.8% |
| 5Y | +169.5% | +849.6% | -680.1% | +100.5% |
| All | +4,921.3% | +2,589.2% | +2,332.0% | +2,933.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling