+162.3%
SOXL vs BAX
-68.1%
+230.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +6.3% |
| 7D | +3.9% | -7.9% | +11.7% | +9.3% |
| 30D | -14.3% | -11.7% | -2.7% | -7.6% |
| 3M | -45.6% | +16.2% | -61.8% | -53.6% |
| 6M | +117.2% | +32.0% | +85.2% | +67.2% |
| YTD | +189.8% | +24.7% | +165.1% | +128.4% |
| 1Y | +317.7% | -2.6% | +320.4% | +291.9% |
| 3Y | +478.6% | -35.0% | +513.6% | +630.4% |
| All | +162.3% | -68.1% | +230.4% | +527.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling