+357.4%
SOXL vs MTB
+23.4%
+334.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.9% |
| 7D | +5.3% | +1.7% | +3.6% | +4.0% |
| 30D | -11.2% | -4.2% | -7.0% | -8.3% |
| 3M | -55.4% | +8.9% | -64.2% | -60.0% |
| 6M | +107.1% | +10.9% | +96.3% | +78.8% |
| YTD | +179.0% | +21.5% | +157.6% | +120.6% |
| 1Y | +357.4% | +21.9% | +335.4% | +227.3% |
| All | +357.4% | +23.4% | +334.0% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling