+357.4%
SOXL vs BLK
+3.3%
+354.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +10.3% |
| 7D | +5.3% | -3.6% | +9.0% | +10.8% |
| 30D | -11.2% | -1.0% | -10.2% | -10.7% |
| 3M | -55.4% | +10.4% | -65.7% | -61.8% |
| 6M | +107.1% | +8.2% | +99.0% | +83.0% |
| YTD | +179.0% | +6.0% | +173.0% | +154.5% |
| 1Y | +357.4% | +3.3% | +354.0% | +371.4% |
| All | +357.4% | +3.3% | +354.0% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling