+20,415.5%
SOXL vs BN
+895.0%
+19,520.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +9.9% |
| 7D | +16.4% | -1.2% | +17.6% | +18.4% |
| 30D | -12.1% | -10.9% | -1.2% | +8.0% |
| 3M | -41.7% | -11.1% | -30.6% | -28.5% |
| 6M | +157.4% | -4.4% | +161.8% | +181.3% |
| YTD | +193.3% | -14.1% | +207.4% | +288.5% |
| 1Y | +355.3% | -11.1% | +366.4% | +479.3% |
| 3Y | +484.2% | +75.6% | +408.6% | +167.6% |
| 5Y | +182.7% | +35.8% | +146.9% | +184.6% |
| 10Y | +4,692.2% | +261.6% | +4,430.7% | +1,054.7% |
| All | +20,415.5% | +895.0% | +19,520.4% | +703.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling