+20,848.2%
SOXL vs BWA
+388.7%
+20,459.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +4.3% |
| 7D | +18.4% | +0.1% | +18.2% | +18.1% |
| 30D | -3.2% | -5.6% | +2.4% | +5.4% |
| 3M | -37.6% | -10.7% | -26.9% | -22.0% |
| 6M | +136.1% | +23.2% | +112.9% | +103.7% |
| YTD | +199.5% | +46.0% | +153.5% | +89.0% |
| 1Y | +363.2% | +51.2% | +312.1% | +175.4% |
| 3Y | +496.5% | +69.6% | +426.9% | +215.1% |
| 5Y | +184.8% | +86.6% | +98.2% | +61.3% |
| 10Y | +5,399.0% | +152.3% | +5,246.7% | +2,216.0% |
| All | +20,848.2% | +388.7% | +20,459.4% | +4,019.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling