+189.7%
SOXL vs BTDR
+15.3%
+174.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.5% | -1.5% | -6.0% |
| 7D | +8.5% | -3.2% | +11.6% | +9.7% |
| 30D | -13.0% | +32.7% | -45.6% | -20.5% |
| 3M | -35.9% | -28.4% | -7.5% | -28.5% |
| 6M | +112.1% | +51.7% | +60.3% | +98.1% |
| YTD | +175.4% | +2.9% | +172.6% | +180.7% |
| 1Y | +304.9% | -15.5% | +320.3% | +325.9% |
| 3Y | +448.6% | 0.0% | +448.6% | +391.9% |
| 5Y | +156.1% | +16.5% | +139.6% | +104.0% |
| All | +189.7% | +15.3% | +174.4% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling