+156.1%
SOXL vs ALM
+856.4%
-700.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.6% | +1.6% | -5.4% |
| 7D | +8.5% | -7.1% | +15.6% | +10.6% |
| 30D | -13.0% | +24.7% | -37.6% | -18.0% |
| 3M | -35.9% | +8.3% | -44.2% | -36.3% |
| 6M | +112.1% | -22.2% | +134.2% | +127.3% |
| YTD | +175.4% | +88.1% | +87.3% | +156.8% |
| 1Y | +304.9% | +272.4% | +32.5% | +237.4% |
| 3Y | +448.6% | +2,004.1% | -1,555.6% | +230.7% |
| 5Y | +156.1% | +915.8% | -759.7% | +71.6% |
| All | +156.1% | +856.4% | -700.3% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling