+184.8%
SOXL vs F
+41.6%
+143.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +7.0% |
| 7D | +18.4% | -4.9% | +23.2% | +25.1% |
| 30D | -3.2% | -2.9% | -0.3% | -1.4% |
| 3M | -37.6% | -9.1% | -28.5% | -30.8% |
| 6M | +136.1% | +12.9% | +123.1% | +96.8% |
| YTD | +199.5% | +6.1% | +193.4% | +171.4% |
| 1Y | +363.2% | +22.5% | +340.7% | +240.9% |
| 3Y | +496.5% | +32.1% | +464.4% | +266.6% |
| 5Y | +184.8% | +43.7% | +141.1% | +135.2% |
| All | +184.8% | +41.6% | +143.2% | +135.2% |
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