+55.9%
SOXL vs FDS
+31.1%
+24.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.9% | -11.7% | -5.6% |
| 7D | -37.9% | +9.4% | -47.3% | -29.9% |
| 30D | -59.4% | +23.8% | -83.2% | -46.9% |
| 3M | -52.3% | +25.1% | -77.4% | -35.2% |
| 6M | -47.7% | +53.8% | -101.5% | -3.6% |
| YTD | +58.8% | +19.6% | +39.2% | +171.7% |
| 1Y | +55.9% | +31.6% | +24.2% | +201.0% |
| All | +55.9% | +31.1% | +24.8% | +201.0% |
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