+48.8%
SOXL vs BAC
-3.1%
+51.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.0% | -12.0% | -12.5% |
| 7D | +26.9% | +3.2% | +23.6% | +21.4% |
| 30D | -47.2% | -0.7% | -46.5% | -44.8% |
| 3M | -59.9% | -20.0% | -39.9% | -45.8% |
| 6M | -68.3% | +3.4% | -71.7% | -69.8% |
| YTD | +38.8% | -5.7% | +44.6% | +45.2% |
| 1Y | +48.8% | -1.4% | +50.2% | +35.7% |
| All | +48.8% | -3.1% | +51.9% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling