+9,612.4%
SOXL vs FDS
+463.9%
+9,148.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.3% | -11.3% | -11.3% |
| 7D | +26.9% | +1.5% | +25.4% | +25.1% |
| 30D | -47.2% | +14.8% | -62.1% | -58.2% |
| 3M | -59.9% | +16.3% | -76.1% | -71.2% |
| 6M | -68.3% | +66.2% | -134.6% | -90.3% |
| YTD | +38.8% | +16.2% | +22.6% | -39.3% |
| 1Y | +48.8% | +21.8% | +27.0% | -42.4% |
| 3Y | +196.5% | -23.9% | +220.4% | +133.7% |
| 5Y | -5.0% | -23.1% | +18.1% | -15.0% |
| 10Y | +1,914.5% | +128.7% | +1,785.8% | +233.8% |
| All | +9,612.4% | +463.9% | +9,148.5% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling