+156.1%
SOXL vs BP
+139.4%
+16.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.9% | -8.9% | -8.7% |
| 7D | +8.5% | +5.7% | +2.7% | +3.6% |
| 30D | -13.0% | +8.1% | -21.0% | -18.8% |
| 3M | -35.9% | +8.6% | -44.5% | -42.1% |
| 6M | +112.1% | +18.1% | +93.9% | +67.5% |
| YTD | +175.4% | +37.6% | +137.8% | +82.0% |
| 1Y | +304.9% | +39.4% | +265.5% | +161.3% |
| 3Y | +448.6% | +40.1% | +408.5% | +254.2% |
| 5Y | +156.1% | +141.3% | +14.8% | -1.3% |
| All | +156.1% | +139.4% | +16.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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