-72.3%
SOXL vs MOD
-65.0%
-7.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +5.7% | +6.8% | +3.2% |
| 7D | -40.3% | -25.5% | -14.8% | -4.9% |
| 30D | -71.1% | -49.0% | -22.1% | -7.3% |
| 3M | -65.2% | -49.8% | -15.4% | +11.3% |
| 6M | -72.3% | -64.8% | -7.5% | +114.8% |
| All | -72.3% | -65.0% | -7.3% | +114.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling