+856.2%
SOXL vs BAM
+67.8%
+788.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +5.8% |
| 7D | +18.4% | -3.9% | +22.3% | +25.2% |
| 30D | -3.2% | -8.8% | +5.6% | +9.9% |
| 3M | -37.6% | +2.2% | -39.8% | -42.1% |
| 6M | +136.1% | +5.9% | +130.1% | +107.2% |
| YTD | +199.5% | -6.1% | +205.6% | +216.0% |
| 1Y | +363.2% | -11.6% | +374.9% | +457.9% |
| 3Y | +496.5% | +51.7% | +444.8% | +283.3% |
| All | +856.2% | +67.8% | +788.4% | +437.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling