+363.2%
SOXL vs FAST
+4.1%
+359.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.7% |
| 7D | +18.4% | +1.8% | +16.6% | +17.2% |
| 30D | -3.2% | -6.4% | +3.3% | +0.3% |
| 3M | -37.6% | +5.3% | -42.9% | -39.4% |
| 6M | +136.1% | +5.4% | +130.7% | +124.3% |
| YTD | +199.5% | +23.6% | +175.9% | +176.7% |
| 1Y | +363.2% | +4.1% | +359.2% | +312.3% |
| All | +363.2% | +4.1% | +359.1% | +312.3% |
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