+4,921.3%
SOXL vs FDX
+182.5%
+4,738.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.1% |
| 7D | +3.9% | -3.3% | +7.1% | +8.5% |
| 30D | -14.3% | -4.5% | -9.8% | -9.6% |
| 3M | -45.6% | -7.3% | -38.3% | -39.1% |
| 6M | +117.2% | +7.5% | +109.6% | +98.2% |
| YTD | +189.8% | +35.1% | +154.8% | +89.0% |
| 1Y | +317.7% | +71.4% | +246.3% | +91.7% |
| 3Y | +478.6% | +60.8% | +417.8% | +179.7% |
| 5Y | +169.5% | +65.5% | +104.0% | +36.0% |
| All | +4,921.3% | +182.5% | +4,738.8% | +1,590.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling