+48.8%
SOXL vs MA
+18.9%
+29.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.3% | -12.3% | -9.2% |
| 7D | +26.9% | +1.3% | +25.6% | +29.1% |
| 30D | -47.2% | +9.6% | -56.8% | -39.2% |
| 3M | -59.9% | +16.8% | -76.6% | -48.7% |
| 6M | -68.3% | +35.2% | -103.5% | -50.1% |
| YTD | +38.8% | +16.6% | +22.3% | +127.9% |
| 1Y | +48.8% | +19.8% | +29.0% | +141.4% |
| All | +48.8% | +18.9% | +29.9% | +141.4% |
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