-59.9%
SOXL vs FDX
-0.5%
-59.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.5% | -12.5% | -10.9% |
| 7D | +26.9% | +5.2% | +21.7% | +27.5% |
| 30D | -47.2% | +11.3% | -58.5% | -38.7% |
| 3M | -59.9% | -4.1% | -55.7% | -63.0% |
| All | -59.9% | -0.5% | -59.4% | -63.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling