+4,921.3%
SOXL vs BB
+1.6%
+4,919.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +4.1% |
| 7D | +3.9% | -0.4% | +4.3% | +4.3% |
| 30D | -14.3% | -12.5% | -1.8% | -5.9% |
| 3M | -45.6% | -17.4% | -28.2% | -37.6% |
| 6M | +117.2% | +119.1% | -2.0% | +32.9% |
| YTD | +189.8% | +102.4% | +87.5% | +87.1% |
| 1Y | +317.7% | +98.2% | +219.6% | +174.1% |
| 3Y | +478.6% | +46.9% | +431.7% | +335.7% |
| 5Y | +169.5% | -26.4% | +195.9% | +223.8% |
| All | +4,921.3% | +1.6% | +4,919.7% | +2,800.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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