-68.3%
SOXL vs F
+1.8%
-70.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.1% | -11.1% | -11.0% |
| 7D | +26.9% | -3.1% | +30.0% | +29.2% |
| 30D | -47.2% | 0.0% | -47.3% | -47.6% |
| 3M | -59.9% | -13.2% | -46.6% | -56.5% |
| 6M | -68.3% | -10.2% | -58.1% | -67.9% |
| All | -68.3% | +1.8% | -70.1% | -67.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling