+446.4%
SOXL vs MOD
+331.6%
+114.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.3% | +5.6% | +5.1% |
| 7D | +5.3% | +9.6% | -4.3% | -5.0% |
| 30D | -11.2% | 0.0% | -11.2% | -10.4% |
| 3M | -55.4% | -35.4% | -20.0% | -17.5% |
| 6M | +107.1% | -7.3% | +114.4% | +178.4% |
| YTD | +179.0% | +45.8% | +133.2% | +126.8% |
| 1Y | +357.4% | +43.1% | +314.2% | +277.1% |
| All | +446.4% | +331.6% | +114.7% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling