+478.6%
SOXL vs BRO
-7.6%
+486.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.1% |
| 7D | +3.9% | -7.3% | +11.2% | -1.5% |
| 30D | -14.3% | -6.9% | -7.5% | -17.7% |
| 3M | -45.6% | +10.7% | -56.3% | -41.3% |
| 6M | +117.2% | -2.7% | +119.9% | +141.2% |
| YTD | +189.8% | -16.3% | +206.2% | +230.7% |
| 1Y | +317.7% | -29.1% | +346.8% | +413.3% |
| 3Y | +478.6% | -7.8% | +486.5% | +523.9% |
| All | +478.6% | -7.6% | +486.3% | +523.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling