+4,921.3%
SOXL vs BAX
-38.1%
+4,959.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +6.8% |
| 7D | +3.9% | -7.9% | +11.7% | +12.0% |
| 30D | -14.3% | -11.7% | -2.7% | -4.4% |
| 3M | -45.6% | +16.2% | -61.8% | -57.0% |
| 6M | +117.2% | +32.0% | +85.2% | +48.8% |
| YTD | +189.8% | +24.7% | +165.1% | +103.2% |
| 1Y | +317.7% | -2.6% | +320.4% | +270.3% |
| 3Y | +478.6% | -35.0% | +513.6% | +659.8% |
| 5Y | +169.5% | -67.6% | +237.1% | +785.2% |
| All | +4,921.3% | -38.1% | +4,959.4% | +9,066.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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