+4,921.3%
SOXL vs BLDR
+383.3%
+4,537.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +2.9% |
| 7D | +3.9% | -8.2% | +12.1% | +12.6% |
| 30D | -14.3% | -16.6% | +2.3% | +0.8% |
| 3M | -45.6% | -23.2% | -22.4% | -32.5% |
| 6M | +117.2% | -33.7% | +150.9% | +215.0% |
| YTD | +189.8% | -41.3% | +231.2% | +358.6% |
| 1Y | +317.7% | -58.8% | +376.6% | +822.2% |
| 3Y | +478.6% | -57.5% | +536.1% | +1,098.4% |
| 5Y | +169.5% | +12.9% | +156.6% | +148.5% |
| All | +4,921.3% | +383.3% | +4,537.9% | +1,465.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling