+1,948.9%
SOXL vs FAST
+541.9%
+1,407.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.4% | -9.9% |
| 7D | +26.9% | +4.2% | +22.7% | +19.8% |
| 30D | -47.2% | +6.7% | -53.9% | -52.4% |
| 3M | -59.9% | +8.0% | -67.9% | -65.0% |
| 6M | -68.3% | +27.4% | -95.8% | -79.6% |
| YTD | +38.8% | +40.5% | -1.6% | -27.5% |
| 1Y | +48.8% | +38.4% | +10.4% | -20.4% |
| 3Y | +196.5% | +98.7% | +97.8% | -20.1% |
| 5Y | -5.0% | +106.7% | -111.7% | -70.9% |
| All | +1,948.9% | +541.9% | +1,407.0% | +117.8% |
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