+19,418.6%
SOXL vs BAC
+377.7%
+19,040.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +9.9% | +10.0% |
| 7D | +5.3% | +1.1% | +4.2% | +3.8% |
| 30D | -11.2% | -0.4% | -10.8% | -11.6% |
| 3M | -55.4% | +16.9% | -72.3% | -64.7% |
| 6M | +107.1% | +26.6% | +80.5% | +48.6% |
| YTD | +179.0% | +15.8% | +163.2% | +124.0% |
| 1Y | +357.4% | +27.2% | +330.2% | +224.9% |
| 3Y | +397.5% | +132.4% | +265.1% | +75.2% |
| 5Y | +155.9% | +72.6% | +83.3% | +55.1% |
| 10Y | +4,301.6% | +389.7% | +3,911.9% | +865.8% |
| All | +19,418.6% | +377.7% | +19,040.9% | +7,618.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling