+263.5%
SOXL vs BTSG
+389.4%
-125.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +4.0% |
| 7D | +3.9% | -3.3% | +7.2% | +7.1% |
| 30D | -14.3% | -1.6% | -12.7% | -13.5% |
| 3M | -45.6% | -6.9% | -38.7% | -42.8% |
| 6M | +117.2% | +42.1% | +75.1% | +66.7% |
| YTD | +189.8% | +56.8% | +133.0% | +109.7% |
| 1Y | +317.7% | +109.8% | +207.9% | +146.3% |
| All | +263.5% | +389.4% | -125.9% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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