+449.8%
SOXL vs FDX
+60.4%
+389.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.9% | -9.1% |
| 7D | +8.5% | -3.9% | +12.3% | +13.4% |
| 30D | -13.0% | -3.3% | -9.7% | -10.3% |
| 3M | -35.9% | -2.0% | -34.0% | -33.4% |
| 6M | +112.1% | +8.0% | +104.0% | +95.4% |
| YTD | +175.4% | +35.0% | +140.4% | +93.9% |
| 1Y | +304.9% | +73.7% | +231.2% | +110.0% |
| All | +449.8% | +60.4% | +389.4% | +190.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling