+19,442.8%
SOXL vs SSNC
+1,021.3%
+18,421.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +4.1% |
| 7D | +18.4% | -3.9% | +22.2% | +24.3% |
| 30D | -3.2% | -0.2% | -3.0% | -4.6% |
| 3M | -37.6% | +15.9% | -53.5% | -57.7% |
| 6M | +136.1% | +7.5% | +128.6% | +69.4% |
| YTD | +199.5% | -8.2% | +207.7% | +166.7% |
| 1Y | +363.2% | -9.3% | +372.6% | +315.5% |
| 3Y | +496.5% | +48.5% | +448.0% | +177.5% |
| 5Y | +184.8% | +16.0% | +168.8% | +154.4% |
| 10Y | +5,399.0% | +169.2% | +5,229.8% | +2,324.0% |
| All | +19,442.8% | +1,021.3% | +18,421.5% | +1,679.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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