+196.5%
SOXL vs BAH
-26.8%
+223.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.3% | -10.7% | -11.0% |
| 7D | +26.9% | +1.7% | +25.2% | +27.1% |
| 30D | -47.2% | +20.8% | -68.0% | -46.2% |
| 3M | -59.9% | +11.6% | -71.4% | -59.1% |
| 6M | -68.3% | +23.1% | -91.4% | -67.5% |
| YTD | +38.8% | +5.3% | +33.6% | +44.5% |
| 1Y | +48.8% | +6.1% | +42.7% | +54.2% |
| 3Y | +196.5% | -27.5% | +224.0% | +271.4% |
| All | +196.5% | -26.8% | +223.3% | +271.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling