+1,165.0%
SOXL vs BE
+1,382.5%
-217.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.6% | -4.5% | +0.4% |
| 7D | +16.4% | +29.8% | -13.4% | +2.4% |
| 30D | -12.1% | +26.4% | -38.5% | -21.5% |
| 3M | -41.7% | +9.3% | -51.0% | -41.6% |
| 6M | +157.4% | +105.1% | +52.3% | +95.2% |
| YTD | +193.3% | +219.0% | -25.8% | +80.9% |
| 1Y | +355.3% | +418.8% | -63.4% | +116.8% |
| 3Y | +484.2% | +1,784.6% | -1,300.4% | +27.3% |
| 5Y | +182.7% | +1,251.0% | -1,068.3% | -25.2% |
| All | +1,165.0% | +1,382.5% | -217.4% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling