-44.5%
SOXL vs BE
-4.8%
-39.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.4% | +2.5% | +2.4% |
| 7D | +5.3% | +20.0% | -14.6% | -13.4% |
| 30D | -11.2% | +7.9% | -19.1% | -18.6% |
| All | -44.5% | -4.8% | -39.8% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 3mo: compounded portfolio wealth divided by compounded BE 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…
3mo analysis · Full analysis span regression · Available span rolling