+4,921.3%
SOXL vs BTG
+159.3%
+4,762.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +5.1% |
| 7D | +3.9% | -3.8% | +7.6% | +5.5% |
| 30D | -14.3% | +3.6% | -17.9% | -15.7% |
| 3M | -45.6% | +32.0% | -77.6% | -51.8% |
| 6M | +117.2% | +3.4% | +113.8% | +115.5% |
| YTD | +189.8% | +20.8% | +169.1% | +172.1% |
| 1Y | +317.7% | +22.4% | +295.3% | +290.6% |
| 3Y | +478.6% | +91.7% | +386.9% | +353.5% |
| 5Y | +169.5% | +79.0% | +90.5% | +116.4% |
| All | +4,921.3% | +159.3% | +4,762.0% | +4,383.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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