+1,948.9%
SOXL vs MOD
+1,079.7%
+869.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +27.9% | -38.9% | -34.1% |
| 7D | +26.9% | +40.4% | -13.6% | -12.2% |
| 30D | -47.2% | -14.0% | -33.2% | -42.1% |
| 3M | -59.9% | -33.3% | -26.5% | -44.8% |
| 6M | -68.3% | -51.4% | -16.9% | -35.9% |
| YTD | +38.8% | +1.6% | +37.2% | +59.1% |
| 1Y | +48.8% | +5.4% | +43.4% | +66.3% |
| 3Y | +196.5% | +191.0% | +5.5% | +78.7% |
| 5Y | -5.0% | +1,093.1% | -1,098.2% | -76.8% |
| All | +1,948.9% | +1,079.7% | +869.2% | +454.7% |
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