+478.6%
SOXL vs BTDR
+4.4%
+474.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | +3.8% |
| 7D | +3.9% | -3.4% | +7.3% | +5.4% |
| 30D | -14.3% | +32.6% | -46.9% | -23.2% |
| 3M | -45.6% | -32.2% | -13.4% | -37.2% |
| 6M | +117.2% | +52.4% | +64.8% | +97.7% |
| YTD | +189.8% | +6.7% | +183.2% | +190.4% |
| 1Y | +317.7% | -15.2% | +333.0% | +337.1% |
| 3Y | +478.6% | +14.9% | +463.7% | +347.0% |
| All | +478.6% | +4.4% | +474.3% | +347.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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