+4,671.5%
SOXL vs MA
+514.8%
+4,156.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.7% | -7.3% |
| 7D | +8.5% | -3.5% | +11.9% | +15.5% |
| 30D | -13.0% | +0.7% | -13.7% | -16.4% |
| 3M | -35.9% | +15.8% | -51.7% | -57.4% |
| 6M | +112.1% | +10.2% | +101.8% | +41.2% |
| YTD | +175.4% | -0.5% | +175.9% | +118.1% |
| 1Y | +304.9% | -1.8% | +306.7% | +219.4% |
| 3Y | +448.6% | +38.7% | +409.8% | +124.0% |
| 5Y | +156.1% | +67.6% | +88.5% | -7.0% |
| All | +4,671.5% | +514.8% | +4,156.7% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling