+20,848.2%
SOXL vs BHP
+218.2%
+20,630.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.7% |
| 7D | +18.4% | +0.9% | +17.5% | +16.8% |
| 30D | -3.2% | +4.0% | -7.2% | -9.9% |
| 3M | -37.6% | +11.3% | -48.8% | -44.5% |
| 6M | +136.1% | +29.3% | +106.7% | +83.6% |
| YTD | +199.5% | +59.2% | +140.3% | +74.8% |
| 1Y | +363.2% | +80.8% | +282.4% | +131.2% |
| 3Y | +496.5% | +88.0% | +408.5% | +216.5% |
| 5Y | +184.8% | +126.6% | +58.2% | +22.5% |
| 10Y | +5,399.0% | +515.7% | +4,883.3% | +771.8% |
| All | +20,848.2% | +218.2% | +20,630.0% | +10,484.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling