+9,612.4%
SOXL vs MSCI
+2,169.8%
+7,442.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.3% | -12.3% | -13.0% |
| 7D | +26.9% | +3.0% | +23.9% | +21.4% |
| 30D | -47.2% | +17.8% | -65.0% | -59.9% |
| 3M | -59.9% | +15.2% | -75.0% | -69.2% |
| 6M | -68.3% | +16.5% | -84.8% | -79.7% |
| YTD | +38.8% | +16.4% | +22.5% | -15.1% |
| 1Y | +48.8% | +16.8% | +32.0% | -10.4% |
| 3Y | +196.5% | +35.8% | +160.7% | +30.6% |
| 5Y | -5.0% | +7.0% | -12.0% | -16.2% |
| 10Y | +1,914.5% | +818.6% | +1,096.0% | +10.4% |
| All | +9,612.4% | +2,169.8% | +7,442.6% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling