+357.4%
SOXL vs FDS
-17.4%
+374.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.5% | +13.4% | +6.5% |
| 7D | +5.3% | -1.9% | +7.2% | +3.5% |
| 30D | -11.2% | +9.0% | -20.2% | -2.4% |
| 3M | -55.4% | +18.9% | -74.2% | -39.3% |
| 6M | +107.1% | +35.1% | +72.0% | +206.1% |
| YTD | +179.0% | +5.5% | +173.5% | +280.4% |
| 1Y | +357.4% | -16.8% | +374.2% | +485.3% |
| All | +357.4% | -17.4% | +374.8% | +485.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling