+4,921.3%
SOXL vs BX
+673.1%
+4,248.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.8% | +1.3% |
| 7D | +3.9% | -5.6% | +9.5% | +13.5% |
| 30D | -14.3% | -12.2% | -2.1% | +3.6% |
| 3M | -45.6% | +7.4% | -53.0% | -54.8% |
| 6M | +117.2% | +22.2% | +95.0% | +39.3% |
| YTD | +189.8% | -14.0% | +203.8% | +227.6% |
| 1Y | +317.7% | -27.3% | +345.0% | +517.2% |
| 3Y | +478.6% | +24.5% | +454.1% | +317.5% |
| 5Y | +169.5% | +18.9% | +150.6% | +160.0% |
| All | +4,921.3% | +673.1% | +4,248.2% | +467.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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