+478.6%
SOXL vs MAR
+66.4%
+412.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +2.2% |
| 7D | +3.9% | -0.5% | +4.4% | +4.7% |
| 30D | -14.3% | -5.4% | -8.9% | -6.2% |
| 3M | -45.6% | -15.5% | -30.1% | -30.7% |
| 6M | +117.2% | +3.0% | +114.2% | +87.7% |
| YTD | +189.8% | +8.5% | +181.3% | +116.4% |
| 1Y | +317.7% | +26.0% | +291.8% | +112.1% |
| 3Y | +478.6% | +68.6% | +410.0% | +76.9% |
| All | +478.6% | +66.4% | +412.2% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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