+19,165.6%
SOXL vs BX
+1,822.7%
+17,342.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.8% | -5.2% | -3.9% |
| 7D | +8.5% | -8.9% | +17.4% | +23.8% |
| 30D | -13.0% | -14.8% | +1.8% | +8.3% |
| 3M | -35.9% | +6.9% | -42.8% | -45.3% |
| 6M | +112.1% | +16.3% | +95.8% | +52.7% |
| YTD | +175.4% | -16.1% | +191.5% | +221.5% |
| 1Y | +304.9% | -26.8% | +331.7% | +474.8% |
| 3Y | +448.6% | +22.4% | +426.1% | +338.1% |
| 5Y | +156.1% | +16.0% | +140.1% | +181.5% |
| 10Y | +4,957.3% | +646.9% | +4,310.4% | +537.0% |
| All | +19,165.6% | +1,822.7% | +17,342.9% | +792.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling