+50.1%
MSFT vs SOXL
+458.1%
-408.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.3% |
| 7D | -0.8% | +3.9% | -4.7% | -1.1% |
| 30D | +0.8% | -14.3% | +15.1% | +1.7% |
| 3M | +27.2% | -45.6% | +72.8% | +28.8% |
| 6M | +22.9% | +117.2% | -94.3% | +4.4% |
| YTD | +3.1% | +189.8% | -186.7% | -16.3% |
| 1Y | -0.3% | +317.7% | -318.0% | -24.0% |
| 3Y | +50.1% | +478.6% | -428.5% | -1.2% |
| All | +50.1% | +458.1% | -408.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXL.
Daily Out/Under-Performance
Portfolio return minus SOXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXL 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 SOXL 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