+182.7%
SOXL vs FAST
+108.2%
+74.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.6% | +5.9% |
| 7D | +16.4% | +1.3% | +15.1% | +13.6% |
| 30D | -12.1% | -4.7% | -7.4% | -4.9% |
| 3M | -41.7% | +7.9% | -49.6% | -50.4% |
| 6M | +157.4% | +7.4% | +150.0% | +119.5% |
| YTD | +193.3% | +25.1% | +168.2% | +81.4% |
| 1Y | +355.3% | +4.7% | +350.6% | +283.7% |
| 3Y | +484.2% | +94.7% | +389.5% | +19.7% |
| 5Y | +182.7% | +106.8% | +75.9% | -35.1% |
| All | +182.7% | +108.2% | +74.5% | -35.1% |
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