+4,921.3%
SOXL vs FDS
+64.8%
+4,856.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.5% | +6.5% |
| 7D | +3.9% | -14.0% | +17.9% | +20.0% |
| 30D | -14.3% | -6.2% | -8.1% | -11.3% |
| 3M | -45.6% | +10.2% | -55.8% | -60.9% |
| 6M | +117.2% | +27.4% | +89.7% | +7.3% |
| YTD | +189.8% | -9.3% | +199.1% | +114.3% |
| 1Y | +317.7% | -28.6% | +346.4% | +308.4% |
| 3Y | +478.6% | -36.8% | +515.4% | +587.1% |
| 5Y | +169.5% | -28.6% | +198.1% | +194.1% |
| All | +4,921.3% | +64.8% | +4,856.5% | +2,103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling