+19,165.6%
SOXL vs BKNG
+1,746.9%
+17,418.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.5% | -8.6% | -8.7% |
| 7D | +8.5% | -10.7% | +19.1% | +23.5% |
| 30D | -13.0% | -18.1% | +5.1% | +8.4% |
| 3M | -35.9% | +8.5% | -44.4% | -51.0% |
| 6M | +112.1% | -0.1% | +112.1% | +74.9% |
| YTD | +175.4% | -18.2% | +193.7% | +188.5% |
| 1Y | +304.9% | -19.9% | +324.7% | +329.9% |
| 3Y | +448.6% | +41.6% | +407.0% | +220.2% |
| 5Y | +156.1% | +93.1% | +63.0% | +17.9% |
| 10Y | +4,957.3% | +214.8% | +4,742.5% | +1,555.2% |
| All | +19,165.6% | +1,746.9% | +17,418.7% | +1,016.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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