+20,174.1%
SOXL vs BLK
+668.1%
+19,506.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +2.0% |
| 7D | +3.9% | -3.3% | +7.2% | +10.7% |
| 30D | -14.3% | -6.5% | -7.8% | -3.6% |
| 3M | -45.6% | +6.7% | -52.4% | -55.1% |
| 6M | +117.2% | +14.7% | +102.5% | +59.5% |
| YTD | +189.8% | +2.5% | +187.3% | +167.0% |
| 1Y | +317.7% | -2.8% | +320.5% | +332.4% |
| 3Y | +478.6% | +65.9% | +412.8% | +156.7% |
| 5Y | +169.5% | +33.0% | +136.5% | +157.7% |
| 10Y | +5,222.1% | +281.2% | +4,940.9% | +1,126.0% |
| All | +20,174.1% | +668.1% | +19,506.1% | +1,472.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling