+15,903.7%
SOXL vs ALM
+7,705.7%
+8,197.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +9.9% |
| 7D | +5.3% | -2.6% | +7.9% | +5.4% |
| 30D | -11.2% | +32.0% | -43.2% | -11.5% |
| 3M | -55.4% | -15.0% | -40.3% | -55.2% |
| 6M | +107.1% | -10.1% | +117.3% | +107.6% |
| YTD | +179.0% | +99.4% | +79.6% | +178.1% |
| 1Y | +357.4% | +316.4% | +41.0% | +353.3% |
| 3Y | +397.5% | +2,022.0% | -1,624.5% | +387.6% |
| 5Y | +155.9% | +941.2% | -785.3% | +151.4% |
| 10Y | +4,301.6% | +2,950.3% | +1,351.2% | +4,206.1% |
| All | +15,903.7% | +7,705.7% | +8,197.9% | +15,466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling