+478.6%
SOXL vs BNS
+130.5%
+348.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +3.9% |
| 7D | +3.9% | -0.4% | +4.3% | +4.4% |
| 30D | -14.3% | +3.5% | -17.8% | -21.1% |
| 3M | -45.6% | +14.1% | -59.7% | -59.1% |
| 6M | +117.2% | +33.8% | +83.4% | +22.4% |
| YTD | +189.8% | +29.5% | +160.4% | +75.2% |
| 1Y | +317.7% | +48.4% | +269.3% | +95.3% |
| 3Y | +478.6% | +129.6% | +349.0% | +21.7% |
| All | +478.6% | +130.5% | +348.1% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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