+55.9%
SOXL vs FAST
+32.0%
+23.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.5% | -9.9% |
| 7D | -37.9% | +3.4% | -41.3% | -39.3% |
| 30D | -59.4% | +5.5% | -64.9% | -61.1% |
| 3M | -52.3% | +7.6% | -59.9% | -55.1% |
| 6M | -47.7% | +19.8% | -67.5% | -55.4% |
| YTD | +58.8% | +35.5% | +23.3% | +9.3% |
| 1Y | +55.9% | +31.6% | +24.3% | +12.5% |
| All | +55.9% | +32.0% | +23.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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