+478.6%
SOXL vs BBWI
-45.3%
+523.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.2% | +0.9% |
| 7D | +3.9% | -4.8% | +8.7% | +6.9% |
| 30D | -14.3% | +3.5% | -17.8% | -18.5% |
| 3M | -45.6% | -0.3% | -45.3% | -49.5% |
| 6M | +117.2% | -5.4% | +122.6% | +105.3% |
| YTD | +189.8% | -4.7% | +194.6% | +165.7% |
| 1Y | +317.7% | -30.5% | +348.2% | +390.8% |
| 3Y | +478.6% | -44.3% | +523.0% | +714.3% |
| All | +478.6% | -45.3% | +523.9% | +714.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling