+19,165.6%
SOXL vs BKR
+139.0%
+19,026.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.7% | -1.4% | -1.2% |
| 7D | +8.5% | -6.7% | +15.1% | +16.4% |
| 30D | -13.0% | -8.3% | -4.6% | -5.0% |
| 3M | -35.9% | -5.4% | -30.5% | -32.4% |
| 6M | +112.1% | +0.8% | +111.2% | +117.5% |
| YTD | +175.4% | +31.8% | +143.6% | +115.4% |
| 1Y | +304.9% | +28.6% | +276.3% | +226.4% |
| 3Y | +448.6% | +71.2% | +377.3% | +259.0% |
| 5Y | +156.1% | +179.2% | -23.1% | -2.1% |
| 10Y | +4,957.3% | +124.0% | +4,833.4% | +2,002.8% |
| All | +19,165.6% | +139.0% | +19,026.6% | +7,409.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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