+2,054.9%
SOXL vs FAST
+545.6%
+1,509.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -1.1% |
| 7D | -23.3% | +4.8% | -28.1% | -28.4% |
| 30D | -59.9% | +8.6% | -68.5% | -65.3% |
| 3M | -56.8% | +5.7% | -62.5% | -61.2% |
| 6M | -68.3% | +25.5% | -93.8% | -79.1% |
| YTD | +33.5% | +39.6% | -6.1% | -29.7% |
| 1Y | +24.8% | +35.5% | -10.7% | -30.9% |
| 3Y | +177.0% | +96.2% | +80.8% | -23.7% |
| 5Y | -0.2% | +110.2% | -110.4% | -70.3% |
| 10Y | +2,054.9% | +531.8% | +1,523.1% | +167.0% |
| All | +2,054.9% | +545.6% | +1,509.3% | +167.0% |
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