+162.3%
SOXL vs BTG
+78.0%
+84.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +5.0% |
| 7D | +3.9% | -3.8% | +7.6% | +6.4% |
| 30D | -14.3% | +3.6% | -17.9% | -16.6% |
| 3M | -45.6% | +32.0% | -77.6% | -55.4% |
| 6M | +117.2% | +3.4% | +113.8% | +112.3% |
| YTD | +189.8% | +20.8% | +169.1% | +157.2% |
| 1Y | +317.7% | +22.4% | +295.3% | +265.2% |
| 3Y | +478.6% | +91.7% | +386.9% | +261.5% |
| All | +162.3% | +78.0% | +84.3% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling