+20,848.2%
SOXL vs MAR
+1,394.0%
+19,454.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +0.8% |
| 7D | +18.4% | -0.5% | +18.8% | +19.0% |
| 30D | -3.2% | -4.7% | +1.5% | +3.6% |
| 3M | -37.6% | -15.6% | -22.0% | -22.3% |
| 6M | +136.1% | +1.2% | +134.9% | +121.5% |
| YTD | +199.5% | +7.5% | +192.0% | +151.1% |
| 1Y | +363.2% | +26.6% | +336.6% | +190.1% |
| 3Y | +496.5% | +66.0% | +430.5% | +203.8% |
| 5Y | +184.8% | +154.1% | +30.7% | -3.4% |
| 10Y | +5,399.0% | +441.9% | +4,957.1% | +456.1% |
| All | +20,848.2% | +1,394.0% | +19,454.1% | +466.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling