+449.8%
SOXL vs BN
+69.2%
+380.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.2% | -6.8% | -5.6% |
| 7D | +8.5% | -5.9% | +14.3% | +21.5% |
| 30D | -13.0% | -15.1% | +2.1% | +18.9% |
| 3M | -35.9% | -14.6% | -21.3% | -13.9% |
| 6M | +112.1% | -8.4% | +120.5% | +151.3% |
| YTD | +175.4% | -16.8% | +192.2% | +289.5% |
| 1Y | +304.9% | -14.4% | +319.2% | +450.8% |
| All | +449.8% | +69.2% | +380.6% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling