+9,259.3%
SOXL vs MOD
+889.3%
+8,370.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +9.9% | +12.4% | +13.7% |
| 7D | -17.6% | -13.9% | -3.6% | -4.2% |
| 30D | -59.8% | -41.5% | -18.3% | -32.2% |
| 3M | -59.9% | -45.7% | -14.2% | -27.3% |
| 6M | -68.2% | -61.1% | -7.1% | -12.8% |
| YTD | +33.8% | -20.5% | +54.3% | +104.2% |
| 1Y | +34.7% | -32.1% | +66.9% | +134.3% |
| 3Y | +211.0% | +146.5% | +64.6% | +116.1% |
| 5Y | -8.6% | +812.7% | -821.3% | -76.0% |
| 10Y | +1,924.8% | +966.8% | +958.0% | +211.7% |
| All | +9,259.3% | +889.3% | +8,370.0% | +1,684.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling