+162.3%
SOXL vs BR
+8.0%
+154.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.6% |
| 7D | +3.9% | -3.0% | +6.8% | +7.1% |
| 30D | -14.3% | -0.3% | -14.0% | -15.8% |
| 3M | -45.6% | +17.3% | -62.9% | -59.9% |
| 6M | +117.2% | -6.7% | +123.9% | +112.3% |
| YTD | +189.8% | -23.4% | +213.3% | +270.2% |
| 1Y | +317.7% | -32.7% | +350.4% | +564.0% |
| 3Y | +478.6% | -5.9% | +484.5% | +360.4% |
| All | +162.3% | +8.0% | +154.3% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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