+162.3%
SOXL vs ALNY
+30.5%
+131.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +5.1% |
| 7D | +3.9% | -6.5% | +10.4% | +6.5% |
| 30D | -14.3% | +11.0% | -25.4% | -18.2% |
| 3M | -45.6% | -14.1% | -31.5% | -46.0% |
| 6M | +117.2% | -22.4% | +139.6% | +125.3% |
| YTD | +189.8% | -37.5% | +227.3% | +232.8% |
| 1Y | +317.7% | -46.9% | +364.7% | +419.7% |
| 3Y | +478.6% | +22.1% | +456.6% | +346.3% |
| All | +162.3% | +30.5% | +131.8% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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