+162.3%
SOXL vs MKTX
-60.5%
+222.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | -14.3% | +0.7% | -15.0% | -14.6% |
| 3M | -45.6% | +40.8% | -86.4% | -54.9% |
| 6M | +117.2% | -8.0% | +125.2% | +123.5% |
| YTD | +189.8% | -8.7% | +198.6% | +196.2% |
| 1Y | +317.7% | -11.8% | +329.6% | +328.1% |
| 3Y | +478.6% | -24.0% | +502.7% | +430.6% |
| All | +162.3% | -60.5% | +222.8% | +310.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling