+340.8%
SOXL vs GRAB
-74.3%
+415.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +4.5% |
| 7D | +3.9% | -10.8% | +14.7% | +10.1% |
| 30D | -14.3% | -15.5% | +1.2% | -6.5% |
| 3M | -45.6% | -9.0% | -36.7% | -43.7% |
| 6M | +117.2% | -21.6% | +138.8% | +147.0% |
| YTD | +189.8% | -38.9% | +228.7% | +276.7% |
| 1Y | +317.7% | -44.8% | +362.6% | +484.3% |
| 3Y | +478.6% | -18.4% | +497.1% | +576.0% |
| 5Y | +169.5% | -71.6% | +241.1% | +275.1% |
| All | +340.8% | -74.3% | +415.1% | +532.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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