+317.7%
SOXL vs FDS
-27.2%
+345.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.5% | +4.1% |
| 7D | +3.9% | -14.0% | +17.9% | -10.2% |
| 30D | -14.3% | -6.2% | -8.1% | -18.4% |
| 3M | -45.6% | +10.2% | -55.8% | -34.0% |
| 6M | +117.2% | +27.4% | +89.7% | +186.2% |
| YTD | +189.8% | -9.3% | +199.1% | +241.6% |
| 1Y | +317.7% | -28.6% | +346.4% | +351.4% |
| All | +317.7% | -27.2% | +345.0% | +351.4% |
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