+478.6%
SOXL vs FCUV
-99.2%
+577.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +2.0% | +5.2% |
| 7D | +3.9% | -66.5% | +70.3% | +4.3% |
| 30D | -14.3% | +5.0% | -19.3% | -14.8% |
| 3M | -45.6% | +63.8% | -109.4% | -47.6% |
| 6M | +117.2% | -67.8% | +185.0% | +123.8% |
| YTD | +189.8% | -82.4% | +272.2% | +209.2% |
| 1Y | +317.7% | -94.7% | +412.5% | +379.2% |
| 3Y | +478.6% | -99.3% | +577.9% | +573.1% |
| All | +478.6% | -99.2% | +577.8% | +573.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling