+10,813.1%
SOXL vs MA
+2,777.8%
+8,035.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | +1.4% |
| 7D | +60.3% | -0.5% | +60.8% | +61.9% |
| 30D | -48.6% | +7.9% | -56.5% | -56.0% |
| 3M | -53.9% | +16.8% | -70.6% | -67.0% |
| 6M | -62.0% | +31.0% | -93.0% | -80.7% |
| YTD | +56.0% | +15.0% | +41.0% | -5.7% |
| 1Y | +50.0% | +17.0% | +33.0% | -12.7% |
| 3Y | +223.8% | +68.5% | +155.3% | +1.2% |
| 5Y | +6.7% | +85.0% | -78.3% | -61.9% |
| 10Y | +2,163.6% | +561.3% | +1,602.3% | +67.0% |
| All | +10,813.1% | +2,777.8% | +8,035.3% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling