+317.7%
SOXL vs F
+27.6%
+290.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +4.7% |
| 7D | +3.9% | -4.4% | +8.3% | +7.5% |
| 30D | -14.3% | +1.0% | -15.3% | -16.3% |
| 3M | -45.6% | -4.0% | -41.6% | -44.8% |
| 6M | +117.2% | +18.1% | +99.1% | +77.1% |
| YTD | +189.8% | +10.2% | +179.7% | +152.4% |
| 1Y | +317.7% | +24.3% | +293.4% | +236.8% |
| All | +317.7% | +27.6% | +290.2% | +236.8% |
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