-8.6%
SOXL vs BA
-22.5%
+13.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.6% | +22.8% | +23.0% |
| 7D | -17.6% | -1.7% | -15.8% | -14.5% |
| 30D | -59.8% | -9.5% | -50.3% | -54.9% |
| 3M | -59.9% | -26.5% | -33.4% | -40.9% |
| 6M | -68.2% | -27.4% | -40.8% | -52.9% |
| YTD | +33.8% | -20.6% | +54.4% | +76.8% |
| 1Y | +34.7% | -11.4% | +46.2% | +52.2% |
| 3Y | +211.0% | -10.8% | +221.9% | +241.1% |
| 5Y | -8.6% | -21.9% | +13.4% | +21.6% |
| All | -8.6% | -22.5% | +13.9% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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