+4,921.3%
SOXL vs BWA
+156.8%
+4,764.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +3.0% |
| 7D | +3.9% | -1.3% | +5.2% | +5.6% |
| 30D | -14.3% | -2.9% | -11.4% | -10.2% |
| 3M | -45.6% | -10.7% | -34.9% | -32.7% |
| 6M | +117.2% | +26.5% | +90.7% | +79.9% |
| YTD | +189.8% | +49.1% | +140.7% | +75.3% |
| 1Y | +317.7% | +52.1% | +265.7% | +143.6% |
| 3Y | +478.6% | +72.6% | +406.1% | +189.7% |
| 5Y | +169.5% | +89.4% | +80.1% | +42.7% |
| All | +4,921.3% | +156.8% | +4,764.5% | +2,511.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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