+357.4%
SOXL vs BRO
-24.4%
+381.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.4% | +6.6% |
| 7D | +5.3% | -2.6% | +7.9% | 0.0% |
| 30D | -11.2% | +0.9% | -12.1% | -7.7% |
| 3M | -55.4% | +24.8% | -80.1% | -21.9% |
| 6M | +107.1% | -0.1% | +107.2% | +201.4% |
| YTD | +179.0% | -9.7% | +188.7% | +274.2% |
| 1Y | +357.4% | -24.5% | +381.8% | +461.0% |
| All | +357.4% | -24.4% | +381.8% | +461.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling