+162.3%
SOXL vs FDX
+64.3%
+98.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.2% |
| 7D | +3.9% | -3.3% | +7.1% | +8.2% |
| 30D | -14.3% | -4.5% | -9.8% | -9.9% |
| 3M | -45.6% | -7.3% | -38.3% | -39.5% |
| 6M | +117.2% | +7.5% | +109.6% | +99.7% |
| YTD | +189.8% | +35.1% | +154.8% | +95.2% |
| 1Y | +317.7% | +71.4% | +246.3% | +103.2% |
| 3Y | +478.6% | +60.8% | +417.8% | +193.0% |
| All | +162.3% | +64.3% | +98.0% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling