+363.2%
SOXL vs MOD
+34.0%
+329.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +6.2% |
| 7D | +18.4% | +3.6% | +14.8% | +12.9% |
| 30D | -3.2% | -2.6% | -0.5% | +0.5% |
| 3M | -37.6% | -33.1% | -4.4% | +12.7% |
| 6M | +136.1% | -7.5% | +143.6% | +244.6% |
| YTD | +199.5% | +39.3% | +160.2% | +213.0% |
| 1Y | +363.2% | +34.3% | +329.0% | +410.1% |
| All | +363.2% | +34.0% | +329.2% | +410.1% |
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