+2,202.2%
SOXL vs FE
+123.7%
+2,078.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +60.3% | -0.3% | +60.6% | +60.7% |
| 30D | -48.6% | +3.9% | -52.5% | -50.6% |
| 3M | -53.9% | -0.1% | -53.8% | -54.4% |
| 6M | -62.0% | +6.1% | -68.1% | -65.2% |
| YTD | +56.0% | +8.1% | +48.0% | +39.0% |
| 1Y | +50.0% | +4.4% | +45.6% | +37.1% |
| 3Y | +223.8% | +49.0% | +174.8% | +93.8% |
| 5Y | +6.7% | +46.1% | -39.4% | -34.4% |
| All | +2,202.2% | +123.7% | +2,078.5% | +1,528.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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