+497.9%
SOXL vs MA
+38.6%
+459.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.6% |
| 7D | +18.4% | -3.5% | +21.9% | +21.5% |
| 30D | -3.2% | +0.8% | -3.9% | -4.9% |
| 3M | -37.6% | +14.8% | -52.4% | -48.5% |
| 6M | +136.1% | +10.0% | +126.1% | +95.9% |
| YTD | +199.5% | -0.1% | +199.6% | +187.2% |
| 1Y | +363.2% | -2.2% | +365.5% | +352.6% |
| All | +497.9% | +38.6% | +459.3% | +238.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling