+343.4%
SOXL vs BAM
+81.2%
+262.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -11.4% |
| 7D | +26.9% | -2.7% | +29.5% | +32.1% |
| 30D | -47.2% | +15.5% | -62.8% | -58.9% |
| 3M | -59.9% | -6.9% | -53.0% | -56.5% |
| 6M | -68.3% | +9.9% | -78.2% | -74.5% |
| YTD | +38.8% | +1.4% | +37.5% | +27.4% |
| 1Y | +48.8% | +3.3% | +45.5% | +34.1% |
| 3Y | +196.5% | +83.6% | +112.9% | +46.5% |
| All | +343.4% | +81.2% | +262.1% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling