+288.3%
SOXL vs MULL
+2,337.2%
-2,048.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +6.1% |
| 7D | +3.9% | -8.4% | +12.3% | +10.2% |
| 30D | -14.3% | +9.7% | -24.0% | -20.7% |
| 3M | -45.6% | -26.8% | -18.9% | -35.5% |
| 6M | +117.2% | +220.7% | -103.5% | -16.7% |
| YTD | +189.8% | +509.0% | -319.2% | -34.2% |
| 1Y | +317.7% | +1,739.5% | -1,421.8% | -62.3% |
| All | +288.3% | +2,337.2% | -2,048.9% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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