+2,158.3%
MSFT vs SOXL
+21,435.0%
-19,276.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -1.0% | +18.4% | -19.4% | -4.0% |
| 30D | -2.7% | -3.2% | +0.5% | -2.9% |
| 3M | +22.1% | -37.6% | +59.7% | +22.8% |
| 6M | +20.6% | +136.1% | -115.5% | -10.4% |
| YTD | +2.3% | +199.5% | -197.2% | -29.0% |
| 1Y | -0.5% | +363.2% | -363.8% | -38.5% |
| 3Y | +50.5% | +496.5% | -445.9% | -28.7% |
| 5Y | +72.3% | +184.8% | -112.5% | -22.2% |
| 10Y | +885.0% | +5,399.0% | -4,514.0% | +78.5% |
| All | +2,158.3% | +21,435.0% | -19,276.8% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling