+19,418.6%
SOXL vs FAST
+1,230.2%
+18,188.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +8.6% |
| 7D | +5.3% | -0.4% | +5.7% | +5.9% |
| 30D | -11.2% | -0.8% | -10.4% | -10.4% |
| 3M | -55.4% | +5.8% | -61.1% | -60.2% |
| 6M | +107.1% | +8.0% | +99.1% | +78.4% |
| YTD | +179.0% | +25.6% | +153.4% | +81.9% |
| 1Y | +357.4% | +0.8% | +356.6% | +315.3% |
| 3Y | +397.5% | +86.1% | +311.4% | +64.6% |
| 5Y | +155.9% | +100.2% | +55.7% | -6.0% |
| 10Y | +4,301.6% | +494.2% | +3,807.4% | +313.2% |
| All | +19,418.6% | +1,230.2% | +18,188.3% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling