+4,921.3%
SOXL vs MO
+114.7%
+4,806.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +5.0% | +5.1% |
| 7D | +3.9% | +0.1% | +3.7% | +3.7% |
| 30D | -14.3% | +7.1% | -21.5% | -17.6% |
| 3M | -45.6% | -2.0% | -43.7% | -47.7% |
| 6M | +117.2% | +7.3% | +109.9% | +90.6% |
| YTD | +189.8% | +23.5% | +166.4% | +127.5% |
| 1Y | +317.7% | +11.0% | +306.7% | +246.2% |
| 3Y | +478.6% | +95.0% | +383.6% | +155.9% |
| 5Y | +169.5% | +100.6% | +68.9% | +11.8% |
| All | +4,921.3% | +114.7% | +4,806.6% | +1,608.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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