+156.4%
SOXL vs MOD
+129.2%
+27.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +5.7% | +6.8% | +5.9% |
| 7D | -40.3% | -25.5% | -14.8% | -15.7% |
| 30D | -71.1% | -49.0% | -22.1% | -34.3% |
| 3M | -65.2% | -49.8% | -15.4% | -19.5% |
| 6M | -72.3% | -64.8% | -7.5% | +10.4% |
| YTD | +9.4% | -27.6% | +37.1% | +106.0% |
| 1Y | +7.0% | -35.2% | +42.2% | +123.1% |
| 3Y | +156.4% | +137.1% | +19.2% | +28.1% |
| All | +156.4% | +129.2% | +27.2% | +28.1% |
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