+5,285.4%
SOXL vs MOD
+1,541.2%
+3,744.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +6.1% |
| 7D | +16.4% | +6.3% | +10.1% | +10.6% |
| 30D | -12.1% | -1.7% | -10.4% | -10.1% |
| 3M | -41.7% | -30.1% | -11.6% | -13.5% |
| 6M | +157.4% | +2.7% | +154.7% | +202.3% |
| YTD | +193.3% | +44.1% | +149.2% | +158.1% |
| 1Y | +355.3% | +38.7% | +316.6% | +317.3% |
| 3Y | +484.2% | +309.8% | +174.4% | +172.9% |
| 5Y | +182.7% | +1,569.7% | -1,387.0% | -46.6% |
| All | +5,285.4% | +1,541.2% | +3,744.2% | +899.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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