+156.1%
SOXL vs FDS
-28.1%
+184.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.8% | -2.2% | -5.9% |
| 7D | +8.5% | -16.0% | +24.4% | +15.3% |
| 30D | -13.0% | -6.7% | -6.2% | -11.6% |
| 3M | -35.9% | +6.0% | -41.9% | -43.1% |
| 6M | +112.1% | +25.1% | +87.0% | +46.8% |
| YTD | +175.4% | -8.1% | +183.6% | +160.1% |
| 1Y | +304.9% | -26.0% | +330.9% | +386.1% |
| 3Y | +448.6% | -36.4% | +485.0% | +722.4% |
| 5Y | +156.1% | -27.7% | +183.8% | +442.1% |
| All | +156.1% | -28.1% | +184.2% | +442.1% |
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