+449.8%
SOXL vs BAX
-34.3%
+484.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.2% | -7.5% |
| 7D | +8.5% | -5.4% | +13.9% | +12.0% |
| 30D | -13.0% | -12.4% | -0.6% | -6.4% |
| 3M | -35.9% | +19.1% | -55.0% | -45.5% |
| 6M | +112.1% | +38.6% | +73.4% | +60.1% |
| YTD | +175.4% | +26.7% | +148.7% | +117.6% |
| 1Y | +304.9% | +1.0% | +303.8% | +274.6% |
| All | +449.8% | -34.3% | +484.2% | +594.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling