+107.1%
SOXL vs MSCI
+1.9%
+105.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +9.4% |
| 7D | +5.3% | +0.4% | +4.9% | +5.8% |
| 30D | -11.2% | +0.6% | -11.8% | -9.6% |
| 3M | -55.4% | -7.1% | -48.3% | -53.6% |
| 6M | +107.1% | +0.8% | +106.3% | +109.6% |
| All | +107.1% | +1.9% | +105.3% | +109.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling