+55.9%
SOXL vs F
+2.7%
+53.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.9% | -11.7% | -11.3% |
| 7D | -37.9% | +6.0% | -43.9% | -41.6% |
| 30D | -59.4% | +4.3% | -63.7% | -61.5% |
| 3M | -52.3% | -10.1% | -42.2% | -48.5% |
| 6M | -47.7% | +12.8% | -60.5% | -59.5% |
| YTD | +58.8% | -0.1% | +58.8% | +36.4% |
| 1Y | +55.9% | +3.7% | +52.2% | +25.8% |
| All | +55.9% | +2.7% | +53.2% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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