+20,415.5%
SOXL vs BP
+90.4%
+20,325.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +2.4% |
| 7D | +16.4% | +0.9% | +15.5% | +15.3% |
| 30D | -12.1% | +9.1% | -21.2% | -21.0% |
| 3M | -41.7% | +3.9% | -45.6% | -46.9% |
| 6M | +157.4% | +13.6% | +143.8% | +101.6% |
| YTD | +193.3% | +34.0% | +159.3% | +86.6% |
| 1Y | +355.3% | +39.2% | +316.2% | +174.6% |
| 3Y | +484.2% | +36.4% | +447.7% | +267.6% |
| 5Y | +182.7% | +135.8% | +46.9% | -7.4% |
| 10Y | +4,692.2% | +125.0% | +4,567.2% | +1,713.2% |
| All | +20,415.5% | +90.4% | +20,325.1% | +9,105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling