+484.2%
SOXL vs FE
+48.5%
+435.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +4.8% |
| 7D | +16.4% | +0.6% | +15.8% | +16.8% |
| 30D | -12.1% | -2.1% | -10.0% | -13.0% |
| 3M | -41.7% | +2.6% | -44.3% | -40.8% |
| 6M | +157.4% | -6.8% | +164.2% | +157.5% |
| YTD | +193.3% | +6.9% | +186.4% | +202.3% |
| 1Y | +355.3% | +11.6% | +343.8% | +374.0% |
| 3Y | +484.2% | +47.7% | +436.4% | +509.1% |
| All | +484.2% | +48.5% | +435.7% | +509.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling