+24.8%
SOXL vs MOD
-35.8%
+60.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +3.5% |
| 7D | -23.3% | -17.8% | -5.5% | -1.2% |
| 30D | -59.9% | -43.2% | -16.7% | -13.4% |
| 3M | -56.8% | -46.0% | -10.8% | -1.0% |
| 6M | -68.3% | -62.2% | -6.1% | +30.5% |
| YTD | +33.5% | -22.8% | +56.3% | +232.6% |
| 1Y | +24.8% | -35.5% | +60.2% | +263.2% |
| All | +24.8% | -35.8% | +60.6% | +263.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling