+20,415.5%
SOXL vs FDX
+447.3%
+19,968.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +9.1% |
| 7D | +16.4% | -3.3% | +19.7% | +21.8% |
| 30D | -12.1% | -1.4% | -10.7% | -11.6% |
| 3M | -41.7% | -4.5% | -37.2% | -36.3% |
| 6M | +157.4% | +9.4% | +148.0% | +127.7% |
| YTD | +193.3% | +36.0% | +157.3% | +83.9% |
| 1Y | +355.3% | +75.5% | +279.8% | +91.2% |
| 3Y | +484.2% | +62.8% | +421.4% | +161.0% |
| 5Y | +182.7% | +64.4% | +118.3% | +34.3% |
| 10Y | +4,692.2% | +175.5% | +4,516.8% | +1,035.0% |
| All | +20,415.5% | +447.3% | +19,968.1% | +1,825.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling