+478.6%
SOXL vs FANG
+45.3%
+433.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.4% |
| 7D | +3.9% | +2.9% | +1.0% | +1.6% |
| 30D | -14.3% | +2.6% | -16.9% | -16.3% |
| 3M | -45.6% | +7.6% | -53.2% | -50.2% |
| 6M | +117.2% | +17.3% | +99.9% | +75.1% |
| YTD | +189.8% | +38.7% | +151.2% | +89.6% |
| 1Y | +317.7% | +51.6% | +266.1% | +140.9% |
| 3Y | +478.6% | +50.0% | +428.7% | +300.2% |
| All | +478.6% | +45.3% | +433.4% | +300.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling