+20,415.5%
SOXL vs F
+120.2%
+20,295.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.2% | +9.3% | +10.5% |
| 7D | +16.4% | +1.2% | +15.2% | +14.1% |
| 30D | -12.1% | +1.2% | -13.3% | -14.8% |
| 3M | -41.7% | -5.7% | -36.0% | -37.9% |
| 6M | +157.4% | +17.9% | +139.5% | +104.5% |
| YTD | +193.3% | +10.4% | +182.9% | +154.3% |
| 1Y | +355.3% | +25.3% | +330.0% | +228.5% |
| 3Y | +484.2% | +37.5% | +446.7% | +253.8% |
| 5Y | +182.7% | +46.5% | +136.1% | +87.0% |
| 10Y | +4,692.2% | +86.4% | +4,605.9% | +2,050.3% |
| All | +20,415.5% | +120.2% | +20,295.3% | +7,915.6% |
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