+20,281.0%
SOXL vs BAH
+876.9%
+19,404.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.1% | +5.8% |
| 7D | +16.4% | -4.3% | +20.7% | +20.1% |
| 30D | -12.1% | -4.5% | -7.6% | -10.0% |
| 3M | -41.7% | -7.6% | -34.1% | -42.5% |
| 6M | +157.4% | -10.6% | +168.0% | +150.7% |
| YTD | +193.3% | -12.6% | +205.9% | +176.1% |
| 1Y | +355.3% | -27.0% | +382.3% | +391.0% |
| 3Y | +484.2% | -31.5% | +515.6% | +485.3% |
| 5Y | +182.7% | -3.8% | +186.5% | +96.3% |
| 10Y | +4,692.2% | +183.9% | +4,508.3% | +1,293.6% |
| All | +20,281.0% | +876.9% | +19,404.1% | +1,861.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling