+4,921.3%
SOXL vs BSX
+83.9%
+4,837.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.6% |
| 7D | +3.9% | -10.1% | +14.0% | +19.1% |
| 30D | -14.3% | -16.4% | +2.1% | +7.4% |
| 3M | -45.6% | -8.9% | -36.7% | -44.7% |
| 6M | +117.2% | -38.3% | +155.5% | +262.4% |
| YTD | +189.8% | -54.9% | +244.8% | +646.9% |
| 1Y | +317.7% | -58.8% | +376.5% | +1,111.3% |
| 3Y | +478.6% | -21.2% | +499.9% | +511.3% |
| 5Y | +169.5% | -3.3% | +172.8% | +127.2% |
| All | +4,921.3% | +83.9% | +4,837.4% | +2,425.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 10y: compounded portfolio wealth divided by compounded BSX 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…
10y analysis · Full analysis span regression · 6 months rolling