+20,415.5%
SOXL vs MA
+2,413.6%
+18,001.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +7.6% |
| 7D | +16.4% | -1.8% | +18.1% | +19.6% |
| 30D | -12.1% | +1.4% | -13.5% | -16.3% |
| 3M | -41.7% | +17.7% | -59.4% | -61.1% |
| 6M | +157.4% | +9.7% | +147.7% | +79.4% |
| YTD | +193.3% | +0.5% | +192.8% | +133.4% |
| 1Y | +355.3% | -2.1% | +357.4% | +270.1% |
| 3Y | +484.2% | +40.1% | +444.1% | +164.7% |
| 5Y | +182.7% | +67.5% | +115.2% | +21.9% |
| 10Y | +4,692.2% | +505.6% | +4,186.6% | +335.9% |
| All | +20,415.5% | +2,413.6% | +18,001.8% | +280.5% |
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