+196.5%
SOXL vs FE
+50.7%
+145.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.1% | -12.1% | -10.3% |
| 7D | +26.9% | +1.2% | +25.6% | +27.9% |
| 30D | -47.2% | +4.5% | -51.8% | -45.4% |
| 3M | -59.9% | +1.3% | -61.2% | -59.1% |
| 6M | -68.3% | +8.7% | -77.0% | -66.5% |
| YTD | +38.8% | +9.2% | +29.6% | +47.4% |
| 1Y | +48.8% | +7.0% | +41.8% | +57.4% |
| 3Y | +196.5% | +51.4% | +145.1% | +216.1% |
| All | +196.5% | +50.7% | +145.8% | +216.1% |
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