+1,948.9%
SOXL vs BAC
+228.6%
+1,720.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.0% | -12.0% | -12.6% |
| 7D | +26.9% | +3.2% | +23.6% | +21.1% |
| 30D | -47.2% | -0.7% | -46.5% | -44.9% |
| 3M | -59.9% | -20.0% | -39.9% | -41.6% |
| 6M | -68.3% | +3.4% | -71.7% | -69.7% |
| YTD | +38.8% | -5.7% | +44.6% | +53.5% |
| 1Y | +48.8% | -1.4% | +50.2% | +54.6% |
| 3Y | +196.5% | +97.9% | +98.6% | +15.3% |
| 5Y | -5.0% | +22.9% | -28.0% | -11.8% |
| All | +1,948.9% | +228.6% | +1,720.3% | +798.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 10y: compounded portfolio wealth divided by compounded BAC 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…
10y analysis · Full analysis span regression · 6 months rolling