+20,174.1%
SOXL vs BRO
+804.5%
+19,369.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.5% |
| 7D | +3.9% | -7.3% | +11.2% | +14.6% |
| 30D | -14.3% | -6.9% | -7.5% | -8.5% |
| 3M | -45.6% | +10.7% | -56.3% | -63.2% |
| 6M | +117.2% | -2.7% | +119.9% | +59.8% |
| YTD | +189.8% | -16.3% | +206.2% | +152.6% |
| 1Y | +317.7% | -29.1% | +346.8% | +348.9% |
| 3Y | +478.6% | -7.8% | +486.5% | +221.9% |
| 5Y | +169.5% | +18.7% | +150.8% | +2.0% |
| 10Y | +5,222.1% | +291.9% | +4,930.2% | +183.6% |
| All | +20,174.1% | +804.5% | +19,369.6% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling