+6.7%
SOXL vs MSCI
+7.0%
-0.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | +1.2% |
| 7D | +60.3% | -0.7% | +61.0% | +61.5% |
| 30D | -48.6% | +16.2% | -64.8% | -58.7% |
| 3M | -53.9% | +16.1% | -70.0% | -63.7% |
| 6M | -62.0% | +12.9% | -74.9% | -73.6% |
| YTD | +56.0% | +14.8% | +41.2% | +0.6% |
| 1Y | +50.0% | +13.8% | +36.2% | -2.5% |
| 3Y | +223.8% | +31.2% | +192.5% | +43.5% |
| 5Y | +6.7% | +5.6% | +1.1% | -9.2% |
| All | +6.7% | +7.0% | -0.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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