+162.3%
SOXL vs BN
+33.2%
+129.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +4.3% |
| 7D | +3.9% | -5.2% | +9.1% | +15.6% |
| 30D | -14.3% | -14.5% | +0.2% | +17.7% |
| 3M | -45.6% | -15.0% | -30.6% | -25.1% |
| 6M | +117.2% | -5.4% | +122.6% | +143.4% |
| YTD | +189.8% | -16.4% | +206.3% | +313.6% |
| 1Y | +317.7% | -16.2% | +334.0% | +507.8% |
| 3Y | +478.6% | +67.5% | +411.1% | +134.1% |
| All | +162.3% | +33.2% | +129.1% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling