+48.8%
SOXL vs MOD
-6.2%
+55.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +27.9% | -38.9% | -41.5% |
| 7D | +26.9% | +40.4% | -13.6% | -25.0% |
| 30D | -47.2% | -14.0% | -33.2% | -39.1% |
| 3M | -59.9% | -33.3% | -26.5% | -35.8% |
| 6M | -68.3% | -51.4% | -16.9% | -14.3% |
| YTD | +38.8% | +1.6% | +37.2% | +128.1% |
| 1Y | +48.8% | +5.4% | +43.4% | +137.7% |
| All | +48.8% | -6.2% | +55.0% | +137.7% |
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 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