+4,921.3%
SOXL vs BMY
+63.7%
+4,857.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.4% |
| 7D | +3.9% | -4.8% | +8.6% | +7.2% |
| 30D | -14.3% | -0.1% | -14.2% | -15.0% |
| 3M | -45.6% | +13.1% | -58.7% | -52.0% |
| 6M | +117.2% | +8.4% | +108.8% | +94.9% |
| YTD | +189.8% | +22.0% | +167.9% | +136.6% |
| 1Y | +317.7% | +40.3% | +277.5% | +201.0% |
| 3Y | +478.6% | +20.5% | +458.1% | +337.2% |
| 5Y | +169.5% | +23.7% | +145.8% | +84.8% |
| All | +4,921.3% | +63.7% | +4,857.6% | +3,210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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