+1,948.9%
SOXL vs BABA
+8.5%
+1,940.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | 0.0% | -11.0% | -11.0% |
| 7D | +26.9% | -13.8% | +40.6% | +43.4% |
| 30D | -47.2% | -15.1% | -32.1% | -40.7% |
| 3M | -59.9% | -22.7% | -37.1% | -51.6% |
| 6M | -68.3% | -34.7% | -33.6% | -55.5% |
| YTD | +38.8% | -35.0% | +73.9% | +98.2% |
| 1Y | +48.8% | -40.4% | +89.2% | +130.8% |
| 3Y | +196.5% | +21.9% | +174.6% | +111.9% |
| 5Y | -5.0% | -39.9% | +34.8% | +25.4% |
| All | +1,948.9% | +8.5% | +1,940.4% | +1,562.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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