-25.2%
SOXL vs FAST
+104.8%
-130.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.2% | +12.3% | +12.2% |
| 7D | -40.3% | +2.1% | -42.4% | -42.4% |
| 30D | -71.1% | +6.9% | -78.0% | -74.6% |
| 3M | -65.2% | +4.8% | -70.1% | -68.6% |
| 6M | -72.3% | +19.8% | -92.0% | -80.6% |
| YTD | +9.4% | +34.9% | -25.5% | -41.4% |
| 1Y | +7.0% | +32.8% | -25.8% | -41.1% |
| 3Y | +156.4% | +93.7% | +62.6% | -44.2% |
| All | -25.2% | +104.8% | -130.0% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling