+478.6%
SOXL vs BG
+18.0%
+460.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +7.0% | +5.9% |
| 7D | +3.9% | +3.1% | +0.8% | +2.6% |
| 30D | -14.3% | +10.2% | -24.5% | -17.9% |
| 3M | -45.6% | -1.7% | -43.9% | -45.2% |
| 6M | +117.2% | +1.0% | +116.2% | +114.3% |
| YTD | +189.8% | +39.9% | +149.9% | +143.9% |
| 1Y | +317.7% | +53.2% | +264.5% | +231.1% |
| 3Y | +478.6% | +16.3% | +462.4% | +375.2% |
| All | +478.6% | +18.0% | +460.7% | +375.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling