+357.4%
SOXL vs BAH
-28.2%
+385.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.3% | +9.1% |
| 7D | +5.3% | -3.2% | +8.6% | +3.5% |
| 30D | -11.2% | +2.0% | -13.2% | -9.9% |
| 3M | -55.4% | -7.6% | -47.7% | -52.3% |
| 6M | +107.1% | -5.7% | +112.8% | +121.7% |
| YTD | +179.0% | -11.7% | +190.8% | +200.5% |
| 1Y | +357.4% | -27.4% | +384.7% | +403.1% |
| All | +357.4% | -28.2% | +385.6% | +403.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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