+20,174.1%
SOXL vs MKSI
+1,624.4%
+18,549.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +1.6% |
| 7D | +3.9% | +2.7% | +1.2% | -0.5% |
| 30D | -14.3% | -12.8% | -1.5% | +10.6% |
| 3M | -45.6% | -22.5% | -23.1% | -1.6% |
| 6M | +117.2% | +19.4% | +97.8% | +110.0% |
| YTD | +189.8% | +67.7% | +122.1% | +57.3% |
| 1Y | +317.7% | +131.4% | +186.3% | +28.7% |
| 3Y | +478.6% | +197.3% | +281.3% | +65.7% |
| 5Y | +169.5% | +87.0% | +82.5% | +182.3% |
| 10Y | +5,222.1% | +522.1% | +4,700.0% | +1,308.1% |
| All | +20,174.1% | +1,624.4% | +18,549.7% | +1,513.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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