+20,415.5%
SOXL vs BBWI
+129.5%
+20,286.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.2% | +7.5% |
| 7D | +16.4% | +1.6% | +14.8% | +15.0% |
| 30D | -12.1% | -6.2% | -5.9% | -10.4% |
| 3M | -41.7% | +4.3% | -46.0% | -47.6% |
| 6M | +157.4% | -7.2% | +164.6% | +145.3% |
| YTD | +193.3% | -3.0% | +196.3% | +165.1% |
| 1Y | +355.3% | -30.8% | +386.1% | +422.7% |
| 3Y | +484.2% | -43.4% | +527.5% | +678.9% |
| 5Y | +182.7% | -66.7% | +249.4% | +514.6% |
| 10Y | +4,692.2% | -55.7% | +4,747.9% | +7,012.5% |
| All | +20,415.5% | +129.5% | +20,286.0% | +1,681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling