+478.6%
SOXL vs MTB
+114.2%
+364.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +4.8% |
| 7D | +3.9% | 0.0% | +3.9% | +3.8% |
| 30D | -14.3% | -4.8% | -9.5% | -8.5% |
| 3M | -45.6% | +6.0% | -51.6% | -52.0% |
| 6M | +117.2% | +19.6% | +97.6% | +61.3% |
| YTD | +189.8% | +21.5% | +168.4% | +108.6% |
| 1Y | +317.7% | +24.7% | +293.0% | +188.0% |
| 3Y | +478.6% | +108.6% | +370.1% | +144.2% |
| All | +478.6% | +114.2% | +364.4% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling