+449.8%
SOXL vs BWA
+68.2%
+381.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.7% | -9.0% |
| 7D | +8.5% | -0.1% | +8.5% | +8.4% |
| 30D | -13.0% | -5.5% | -7.5% | -5.3% |
| 3M | -35.9% | -7.6% | -28.3% | -24.4% |
| 6M | +112.1% | +25.0% | +87.1% | +86.3% |
| YTD | +175.4% | +47.0% | +128.5% | +83.2% |
| 1Y | +304.9% | +54.0% | +250.9% | +150.6% |
| All | +449.8% | +68.2% | +381.6% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling