+478.6%
SOXL vs BX
+25.1%
+453.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.8% | +1.8% |
| 7D | +3.9% | -5.6% | +9.5% | +12.4% |
| 30D | -14.3% | -12.2% | -2.1% | +1.5% |
| 3M | -45.6% | +7.4% | -53.0% | -54.1% |
| 6M | +117.2% | +22.2% | +95.0% | +43.1% |
| YTD | +189.8% | -14.0% | +203.8% | +237.7% |
| 1Y | +317.7% | -27.3% | +345.0% | +545.9% |
| 3Y | +478.6% | +24.5% | +454.1% | +350.3% |
| All | +478.6% | +25.1% | +453.5% | +350.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling