+156.1%
SOXL vs BBWI
-69.5%
+225.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.6% | -6.8% |
| 7D | +8.5% | -8.0% | +16.5% | +15.9% |
| 30D | -13.0% | -6.6% | -6.3% | -11.3% |
| 3M | -35.9% | -2.7% | -33.2% | -40.4% |
| 6M | +112.1% | -12.8% | +124.8% | +109.3% |
| YTD | +175.4% | -10.5% | +185.9% | +157.3% |
| 1Y | +304.9% | -35.3% | +340.2% | +400.8% |
| 3Y | +448.6% | -47.7% | +496.3% | +673.8% |
| 5Y | +156.1% | -68.9% | +225.0% | +776.3% |
| All | +156.1% | -69.5% | +225.6% | +776.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling