+19,165.6%
SOXL vs BG
+204.2%
+18,961.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.9% | -8.9% | -8.9% |
| 7D | +8.5% | +3.7% | +4.7% | +4.4% |
| 30D | -13.0% | +12.3% | -25.3% | -23.5% |
| 3M | -35.9% | -2.2% | -33.7% | -36.5% |
| 6M | +112.1% | +5.3% | +106.7% | +91.2% |
| YTD | +175.4% | +42.4% | +133.0% | +81.2% |
| 1Y | +304.9% | +55.2% | +249.7% | +136.4% |
| 3Y | +448.6% | +21.0% | +427.6% | +284.9% |
| 5Y | +156.1% | +87.1% | +69.0% | +7.5% |
| 10Y | +4,957.3% | +169.8% | +4,787.5% | +1,194.3% |
| All | +19,165.6% | +204.2% | +18,961.4% | +4,109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling