-70.5%
SOXL vs BA
-28.0%
-42.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.6% | +22.8% | +22.6% |
| 7D | -17.6% | -1.7% | -15.8% | -15.9% |
| 30D | -59.8% | -9.5% | -50.3% | -57.0% |
| 3M | -59.9% | -26.5% | -33.4% | -48.4% |
| All | -70.5% | -28.0% | -42.5% | -63.3% |
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