+4,921.3%
SOXL vs BBWI
-55.0%
+4,976.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.2% | +1.0% |
| 7D | +3.9% | -4.8% | +8.7% | +6.9% |
| 30D | -14.3% | +3.5% | -17.8% | -18.3% |
| 3M | -45.6% | -0.3% | -45.3% | -49.1% |
| 6M | +117.2% | -5.4% | +122.6% | +106.6% |
| YTD | +189.8% | -4.7% | +194.6% | +170.2% |
| 1Y | +317.7% | -30.5% | +348.2% | +374.1% |
| 3Y | +478.6% | -44.3% | +523.0% | +669.9% |
| 5Y | +169.5% | -66.9% | +236.4% | +431.1% |
| All | +4,921.3% | -55.0% | +4,976.2% | +5,784.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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