+478.6%
SOXL vs BTI
+109.4%
+369.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.5% |
| 7D | +3.9% | -0.2% | +4.1% | +3.8% |
| 30D | -14.3% | -1.1% | -13.2% | -14.4% |
| 3M | -45.6% | -8.8% | -36.8% | -46.4% |
| 6M | +117.2% | -4.0% | +121.1% | +114.0% |
| YTD | +189.8% | +0.4% | +189.5% | +187.8% |
| 1Y | +317.7% | +1.9% | +315.8% | +319.5% |
| 3Y | +478.6% | +108.5% | +370.1% | +459.7% |
| All | +478.6% | +109.4% | +369.2% | +459.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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