+167.0%
SOXL vs BROS
+38.3%
+128.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +3.3% |
| 7D | +18.4% | -6.6% | +24.9% | +22.9% |
| 30D | -3.2% | -12.3% | +9.2% | +3.9% |
| 3M | -37.6% | -22.2% | -15.4% | -30.9% |
| 6M | +136.1% | -14.3% | +150.3% | +148.1% |
| YTD | +199.5% | -26.6% | +226.0% | +243.7% |
| 1Y | +363.2% | -31.5% | +394.7% | +448.7% |
| 3Y | +496.5% | +62.3% | +434.2% | +326.8% |
| All | +167.0% | +38.3% | +128.7% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling