+357.4%
SOXL vs MA
-1.7%
+359.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +11.0% | +8.5% |
| 7D | +5.3% | -2.7% | +8.0% | +1.9% |
| 30D | -11.2% | +1.5% | -12.7% | -8.5% |
| 3M | -55.4% | +20.4% | -75.8% | -43.6% |
| 6M | +107.1% | +11.1% | +96.0% | +160.8% |
| YTD | +179.0% | +2.0% | +177.1% | +252.7% |
| 1Y | +357.4% | -2.2% | +359.5% | +464.3% |
| All | +357.4% | -1.7% | +359.1% | +464.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling