+449.8%
SOXL vs BAH
-28.1%
+477.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +4.8% | -12.9% | -8.0% |
| 7D | +8.5% | +2.4% | +6.0% | +8.5% |
| 30D | -13.0% | -2.9% | -10.0% | -12.8% |
| 3M | -35.9% | -1.3% | -34.6% | -34.3% |
| 6M | +112.1% | -0.9% | +112.9% | +114.6% |
| YTD | +175.4% | -8.2% | +183.7% | +180.4% |
| 1Y | +304.9% | -24.0% | +328.9% | +343.0% |
| All | +449.8% | -28.1% | +477.9% | +475.3% |
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