+4,921.3%
SOXL vs MET
+249.3%
+4,672.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +4.7% |
| 7D | +3.9% | -0.5% | +4.4% | +4.2% |
| 30D | -14.3% | +0.5% | -14.8% | -16.1% |
| 3M | -45.6% | +11.6% | -57.2% | -57.5% |
| 6M | +117.2% | +40.8% | +76.4% | +18.8% |
| YTD | +189.8% | +25.7% | +164.2% | +85.7% |
| 1Y | +317.7% | +24.4% | +293.4% | +169.8% |
| 3Y | +478.6% | +67.5% | +411.2% | +164.9% |
| 5Y | +169.5% | +85.8% | +83.7% | +20.8% |
| All | +4,921.3% | +249.3% | +4,672.0% | +1,183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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