+162.3%
SOXL vs BAH
+2.5%
+159.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.2% |
| 7D | +3.9% | +4.3% | -0.4% | +2.6% |
| 30D | -14.3% | -2.5% | -11.9% | -14.0% |
| 3M | -45.6% | -0.9% | -44.7% | -46.0% |
| 6M | +117.2% | +1.5% | +115.7% | +108.9% |
| YTD | +189.8% | -8.0% | +197.8% | +183.9% |
| 1Y | +317.7% | -24.7% | +342.5% | +358.0% |
| 3Y | +478.6% | -28.4% | +507.0% | +472.0% |
| All | +162.3% | +2.5% | +159.8% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling