+5,399.0%
SOXL vs FAST
+506.2%
+4,892.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +4.1% |
| 7D | +18.4% | +1.8% | +16.6% | +14.7% |
| 30D | -3.2% | -6.4% | +3.3% | +7.7% |
| 3M | -37.6% | +5.3% | -42.9% | -44.2% |
| 6M | +136.1% | +5.4% | +130.7% | +109.8% |
| YTD | +199.5% | +23.6% | +175.9% | +96.9% |
| 1Y | +363.2% | +4.1% | +359.2% | +297.8% |
| 3Y | +496.5% | +92.4% | +404.1% | +72.1% |
| 5Y | +184.8% | +106.1% | +78.7% | -8.1% |
| 10Y | +5,399.0% | +524.1% | +4,874.9% | +644.4% |
| All | +5,399.0% | +506.2% | +4,892.8% | +644.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling