-12.7%
SOXL vs FANG
+32.1%
-44.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -1.8% | -36.9% | -39.4% |
| 7D | -60.1% | -13.0% | -47.1% | -62.7% |
| 30D | -75.1% | -2.9% | -72.2% | -75.2% |
| 3M | -69.0% | -3.0% | -66.0% | -68.8% |
| 6M | -71.6% | -11.9% | -59.7% | -72.3% |
| YTD | -2.7% | +21.5% | -24.2% | +6.2% |
| 1Y | -12.7% | +34.0% | -46.6% | -8.0% |
| All | -12.7% | +32.1% | -44.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling