+20,415.5%
SOXL vs BAX
+7.1%
+20,408.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.9% | +9.3% |
| 7D | +16.4% | -2.4% | +18.8% | +19.3% |
| 30D | -12.1% | -9.7% | -2.4% | -2.8% |
| 3M | -41.7% | +29.3% | -71.0% | -61.1% |
| 6M | +157.4% | +40.7% | +116.7% | +53.8% |
| YTD | +193.3% | +30.3% | +163.0% | +83.8% |
| 1Y | +355.3% | +3.4% | +351.9% | +261.5% |
| 3Y | +484.2% | -32.0% | +516.2% | +622.3% |
| 5Y | +182.7% | -66.9% | +249.5% | +844.0% |
| 10Y | +4,692.2% | -37.1% | +4,729.3% | +6,484.5% |
| All | +20,415.5% | +7.1% | +20,408.3% | +9,332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling