+9,236.0%
SOXL vs F
+95.5%
+9,140.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.7% |
| 7D | -23.3% | +1.0% | -24.3% | -24.0% |
| 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% | -71.4% |
| YTD | +33.5% | -2.0% | +35.5% | +31.4% |
| 1Y | +24.8% | -2.3% | +27.1% | +24.1% |
| 3Y | +177.0% | +49.9% | +127.1% | +48.3% |
| 5Y | -0.2% | -12.5% | +12.2% | +26.7% |
| 10Y | +2,054.9% | +74.3% | +1,980.6% | +914.5% |
| All | +9,236.0% | +95.5% | +9,140.5% | +4,039.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling