+19,165.6%
SOXL vs BR
+979.6%
+18,186.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.2% |
| 7D | +8.5% | -6.0% | +14.4% | +19.2% |
| 30D | -13.0% | -0.9% | -12.1% | -14.6% |
| 3M | -35.9% | +16.4% | -52.3% | -59.4% |
| 6M | +112.1% | -8.2% | +120.2% | +90.8% |
| YTD | +175.4% | -23.2% | +198.6% | +216.1% |
| 1Y | +304.9% | -30.9% | +335.8% | +452.1% |
| 3Y | +448.6% | -5.0% | +453.6% | +298.3% |
| 5Y | +156.1% | +8.8% | +147.3% | +65.4% |
| 10Y | +4,957.3% | +190.1% | +4,767.2% | +507.0% |
| All | +19,165.6% | +979.6% | +18,186.0% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling