+20,174.1%
SOXL vs BNY
+700.3%
+19,473.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +3.9% | -1.3% | +5.2% | +6.1% |
| 30D | -14.3% | -0.2% | -14.1% | -14.6% |
| 3M | -45.6% | +14.9% | -60.5% | -58.0% |
| 6M | +117.2% | +40.0% | +77.2% | +22.7% |
| YTD | +189.8% | +42.0% | +147.9% | +59.1% |
| 1Y | +317.7% | +56.9% | +260.9% | +96.9% |
| 3Y | +478.6% | +289.9% | +188.8% | -34.1% |
| 5Y | +169.5% | +259.2% | -89.7% | -58.4% |
| 10Y | +5,222.1% | +413.3% | +4,808.8% | +393.2% |
| All | +20,174.1% | +700.3% | +19,473.8% | +1,181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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