+478.6%
SOXL vs BROS
+59.1%
+419.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +4.6% |
| 7D | +3.9% | -5.8% | +9.6% | +7.8% |
| 30D | -14.3% | -14.0% | -0.4% | -6.4% |
| 3M | -45.6% | -32.5% | -13.1% | -34.0% |
| 6M | +117.2% | -14.9% | +132.1% | +128.1% |
| YTD | +189.8% | -28.3% | +218.1% | +238.3% |
| 1Y | +317.7% | -34.0% | +351.7% | +408.2% |
| 3Y | +478.6% | +63.0% | +415.7% | +309.6% |
| All | +478.6% | +59.1% | +419.6% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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