+4,671.5%
SOXL vs F
+90.9%
+4,580.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +3.2% | -11.2% | -11.8% |
| 7D | +8.5% | -3.7% | +12.1% | +12.1% |
| 30D | -13.0% | -0.7% | -12.2% | -14.0% |
| 3M | -35.9% | -1.9% | -34.0% | -35.8% |
| 6M | +112.1% | +16.1% | +96.0% | +74.2% |
| YTD | +175.4% | +9.5% | +166.0% | +143.5% |
| 1Y | +304.9% | +27.2% | +277.7% | +194.7% |
| 3Y | +448.6% | +36.3% | +412.3% | +253.2% |
| 5Y | +156.1% | +49.3% | +106.8% | +81.3% |
| All | +4,671.5% | +90.9% | +4,580.6% | +2,248.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling