+4,921.3%
SOXL vs MARA
-74.3%
+4,995.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.8% | +0.4% | +4.2% |
| 7D | +3.9% | +5.9% | -2.1% | +2.7% |
| 30D | -14.3% | +24.3% | -38.6% | -18.3% |
| 3M | -45.6% | -12.0% | -33.6% | -43.4% |
| 6M | +117.2% | +40.1% | +77.1% | +109.8% |
| YTD | +189.8% | +33.4% | +156.4% | +182.4% |
| 1Y | +317.7% | -23.7% | +341.5% | +354.5% |
| 3Y | +478.6% | +19.0% | +459.7% | +450.2% |
| 5Y | +169.5% | -66.5% | +236.0% | +187.9% |
| All | +4,921.3% | -74.3% | +4,995.6% | +3,723.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 10y: compounded portfolio wealth divided by compounded MARA 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…
10y analysis · Full analysis span regression · 6 months rolling