+168.9%
SOXL vs MOD
+1,537.2%
-1,368.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.3% | +5.6% | +5.3% |
| 7D | +5.3% | +9.6% | -4.3% | -4.4% |
| 30D | -11.2% | 0.0% | -11.2% | -10.4% |
| 3M | -55.4% | -35.4% | -20.0% | -19.5% |
| 6M | +107.1% | -7.3% | +114.4% | +174.5% |
| YTD | +179.0% | +45.8% | +133.2% | +126.4% |
| 1Y | +357.4% | +43.1% | +314.2% | +277.6% |
| 3Y | +397.5% | +297.7% | +99.8% | +55.7% |
| All | +168.9% | +1,537.2% | -1,368.2% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling