-8.6%
SOXL vs FAST
+110.9%
-119.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +3.0% | +19.3% | +17.2% |
| 7D | -17.6% | +3.8% | -21.4% | -21.9% |
| 30D | -59.8% | +8.1% | -67.9% | -64.9% |
| 3M | -59.9% | +5.8% | -65.7% | -64.0% |
| 6M | -68.2% | +24.9% | -93.1% | -79.1% |
| YTD | +33.8% | +38.9% | -5.1% | -31.4% |
| 1Y | +34.7% | +36.5% | -1.7% | -28.7% |
| 3Y | +211.0% | +98.1% | +112.9% | -34.0% |
| 5Y | -8.6% | +109.3% | -117.9% | -81.2% |
| All | -8.6% | +110.9% | -119.5% | -81.2% |
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