-4.8%
SOXL vs BIL
+20.3%
-25.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | 0.0% | -11.0% | -10.9% |
| 7D | +26.9% | +0.1% | +26.8% | +27.2% |
| 30D | -47.2% | +0.3% | -47.6% | -46.4% |
| 3M | -59.9% | +1.0% | -60.8% | -57.6% |
| 6M | -68.3% | +1.9% | -70.2% | -65.2% |
| YTD | +38.8% | +3.2% | +35.7% | +46.5% |
| 1Y | +48.8% | +3.7% | +45.1% | +54.9% |
| 3Y | +196.5% | +13.8% | +182.7% | -42.8% |
| All | -4.8% | +20.3% | -25.1% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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