+112.1%
SOXL vs BHP
+21.3%
+90.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.3% | -2.7% | +4.6% |
| 7D | +8.5% | -3.7% | +12.2% | +18.6% |
| 30D | -13.0% | -0.8% | -12.1% | -14.3% |
| 3M | -35.9% | +7.6% | -43.5% | -47.4% |
| 6M | +112.1% | +20.8% | +91.3% | +49.0% |
| All | +112.1% | +21.3% | +90.7% | +49.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling