+19,418.6%
SOXL vs MSCI
+1,869.9%
+17,548.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +10.3% |
| 7D | +5.3% | +0.4% | +4.9% | +4.7% |
| 30D | -11.2% | +0.6% | -11.8% | -13.3% |
| 3M | -55.4% | -7.1% | -48.3% | -57.1% |
| 6M | +107.1% | +0.8% | +106.3% | +67.0% |
| YTD | +179.0% | +1.0% | +178.0% | +119.1% |
| 1Y | +357.4% | +4.3% | +353.0% | +221.9% |
| 3Y | +397.5% | +9.9% | +387.5% | +219.9% |
| 5Y | +155.9% | -6.8% | +162.6% | +189.3% |
| 10Y | +4,301.6% | +614.7% | +3,686.9% | +261.9% |
| All | +19,418.6% | +1,869.9% | +17,548.6% | +351.0% |
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