+317.7%
SOXL vs ALM
+247.3%
+70.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.5% | +11.8% | +8.8% |
| 7D | +3.9% | -11.8% | +15.7% | +10.8% |
| 30D | -14.3% | +7.8% | -22.1% | -18.7% |
| 3M | -45.6% | -9.3% | -36.4% | -42.7% |
| 6M | +117.2% | -30.5% | +147.7% | +150.1% |
| YTD | +189.8% | +75.8% | +114.0% | +177.1% |
| 1Y | +317.7% | +241.2% | +76.6% | +238.4% |
| All | +317.7% | +247.3% | +70.4% | +238.4% |
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