-4.8%
SOXL vs FDS
-23.2%
+18.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.3% | -11.3% | -11.1% |
| 7D | +26.9% | +1.5% | +25.4% | +26.5% |
| 30D | -47.2% | +14.8% | -62.1% | -50.1% |
| 3M | -59.9% | +16.3% | -76.1% | -62.8% |
| 6M | -68.3% | +66.2% | -134.6% | -79.9% |
| YTD | +38.8% | +16.2% | +22.6% | +18.8% |
| 1Y | +48.8% | +21.8% | +27.0% | +15.1% |
| 3Y | +196.5% | -23.9% | +220.4% | +351.0% |
| All | -4.8% | -23.2% | +18.4% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling