-0.2%
SOXL vs F
-14.7%
+14.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.7% |
| 7D | -23.3% | +1.0% | -24.3% | -23.9% |
| 30D | -59.9% | +2.1% | -62.0% | -61.4% |
| 3M | -56.8% | -10.3% | -46.6% | -52.4% |
| 6M | -68.3% | +3.3% | -71.6% | -71.6% |
| YTD | +33.5% | -2.0% | +35.5% | +30.3% |
| 1Y | +24.8% | -2.3% | +27.1% | +23.1% |
| 3Y | +177.0% | +49.9% | +127.1% | +35.1% |
| 5Y | -0.2% | -12.5% | +12.2% | +19.8% |
| All | -0.2% | -14.7% | +14.5% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling