+162.3%
SOXL vs BHP
+110.7%
+51.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.6% |
| 7D | +3.9% | -3.6% | +7.5% | +10.7% |
| 30D | -14.3% | -1.2% | -13.1% | -13.9% |
| 3M | -45.6% | +1.2% | -46.8% | -45.5% |
| 6M | +117.2% | +21.4% | +95.8% | +80.4% |
| YTD | +189.8% | +50.4% | +139.4% | +74.3% |
| 1Y | +317.7% | +67.5% | +250.2% | +118.2% |
| 3Y | +478.6% | +72.8% | +405.8% | +212.6% |
| All | +162.3% | +110.7% | +51.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 5y: compounded portfolio wealth divided by compounded BHP 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…
5y analysis · Full analysis span regression · 6 months rolling