+19,165.6%
SOXL vs BNS
+319.6%
+18,846.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.8% | -9.7% |
| 7D | +8.5% | -2.2% | +10.6% | +12.9% |
| 30D | -13.0% | +4.5% | -17.4% | -21.6% |
| 3M | -35.9% | +14.9% | -50.8% | -51.9% |
| 6M | +112.1% | +32.5% | +79.6% | +23.5% |
| YTD | +175.4% | +28.6% | +146.8% | +71.3% |
| 1Y | +304.9% | +48.4% | +256.5% | +89.0% |
| 3Y | +448.6% | +130.8% | +317.8% | +7.0% |
| 5Y | +156.1% | +94.8% | +61.3% | -11.0% |
| 10Y | +4,957.3% | +184.3% | +4,773.0% | +1,023.5% |
| All | +19,165.6% | +319.6% | +18,846.0% | +2,450.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling