+182.7%
SOXL vs BABA
-31.3%
+214.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.5% |
| 7D | +16.4% | -0.2% | +16.6% | +16.6% |
| 30D | -12.1% | -12.3% | +0.2% | -5.0% |
| 3M | -41.7% | -5.3% | -36.4% | -40.9% |
| 6M | +157.4% | -13.1% | +170.5% | +185.0% |
| YTD | +193.3% | -22.4% | +215.7% | +253.3% |
| 1Y | +355.3% | -19.5% | +374.8% | +439.6% |
| 3Y | +484.2% | +32.9% | +451.2% | +373.1% |
| 5Y | +182.7% | -29.9% | +212.5% | +178.5% |
| All | +182.7% | -31.3% | +214.0% | +178.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling