+9,548.7%
SOXL vs BAH
+1,076.0%
+8,472.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.3% | -10.7% | -10.8% |
| 7D | +26.9% | +1.7% | +25.2% | +25.5% |
| 30D | -47.2% | +20.8% | -68.0% | -55.6% |
| 3M | -59.9% | +11.6% | -71.4% | -65.3% |
| 6M | -68.3% | +23.1% | -91.4% | -76.6% |
| YTD | +38.8% | +5.3% | +33.6% | +7.6% |
| 1Y | +48.8% | +6.1% | +42.7% | +13.4% |
| 3Y | +196.5% | -27.5% | +224.0% | +180.5% |
| 5Y | -5.0% | +6.2% | -11.2% | -40.1% |
| 10Y | +1,914.5% | +202.2% | +1,712.3% | +437.3% |
| All | +9,548.7% | +1,076.0% | +8,472.7% | +664.4% |
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 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