+4,921.3%
SOXL vs BDX
+59.3%
+4,862.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.4% |
| 7D | +3.9% | -3.2% | +7.0% | +7.2% |
| 30D | -14.3% | -2.5% | -11.8% | -12.8% |
| 3M | -45.6% | +21.4% | -67.0% | -59.5% |
| 6M | +117.2% | +10.4% | +106.8% | +75.3% |
| YTD | +189.8% | +18.8% | +171.0% | +113.2% |
| 1Y | +317.7% | +21.7% | +296.1% | +194.4% |
| 3Y | +478.6% | -10.0% | +488.6% | +469.7% |
| 5Y | +169.5% | -1.8% | +171.3% | +131.1% |
| All | +4,921.3% | +59.3% | +4,862.0% | +2,880.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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