+55.9%
SOXL vs FDX
+65.6%
-9.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.6% | -12.4% | -12.0% |
| 7D | -37.9% | +8.1% | -46.0% | -43.1% |
| 30D | -59.4% | +13.9% | -73.3% | -65.0% |
| 3M | -52.3% | +5.5% | -57.8% | -56.3% |
| 6M | -47.7% | +15.1% | -62.8% | -55.1% |
| YTD | +58.8% | +43.2% | +15.6% | +21.2% |
| 1Y | +55.9% | +65.0% | -9.2% | +33.4% |
| All | +55.9% | +65.6% | -9.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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