+317.7%
SOXL vs BLK
-0.2%
+317.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +3.0% |
| 7D | +3.9% | -3.3% | +7.2% | +8.5% |
| 30D | -14.3% | -6.5% | -7.8% | -6.9% |
| 3M | -45.6% | +6.7% | -52.4% | -52.3% |
| 6M | +117.2% | +14.7% | +102.5% | +71.2% |
| YTD | +189.8% | +2.5% | +187.3% | +175.3% |
| 1Y | +317.7% | -2.8% | +320.5% | +335.5% |
| All | +317.7% | -0.2% | +317.9% | +335.5% |
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