+107.1%
SOXL vs BA
-6.2%
+113.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.0% | +8.9% |
| 7D | +5.3% | +1.2% | +4.2% | +4.0% |
| 30D | -11.2% | -11.6% | +0.4% | +2.8% |
| 3M | -55.4% | -2.4% | -53.0% | -53.6% |
| 6M | +107.1% | -6.6% | +113.8% | +122.8% |
| All | +107.1% | -6.2% | +113.4% | +122.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling