+20,415.5%
SOXL vs FDS
+389.8%
+20,025.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.3% | +9.4% | +10.5% |
| 7D | +16.4% | -5.4% | +21.8% | +23.3% |
| 30D | -12.1% | +1.6% | -13.7% | -17.0% |
| 3M | -41.7% | +17.7% | -59.4% | -64.8% |
| 6M | +157.4% | +29.1% | +128.3% | +11.9% |
| YTD | +193.3% | +1.0% | +192.3% | +70.5% |
| 1Y | +355.3% | -21.6% | +377.0% | +258.1% |
| 3Y | +484.2% | -30.1% | +514.3% | +456.9% |
| 5Y | +182.7% | -20.7% | +203.4% | +143.6% |
| 10Y | +4,692.2% | +78.3% | +4,614.0% | +1,172.4% |
| All | +20,415.5% | +389.8% | +20,025.6% | +646.4% |
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 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