+184.8%
SOXL vs FE
+46.0%
+138.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +18.4% | -0.2% | +18.5% | +18.4% |
| 30D | -3.2% | -1.2% | -2.0% | -2.9% |
| 3M | -37.6% | +1.7% | -39.2% | -38.6% |
| 6M | +136.1% | -7.5% | +143.5% | +140.9% |
| YTD | +199.5% | +6.3% | +193.2% | +184.9% |
| 1Y | +363.2% | +10.9% | +352.4% | +327.5% |
| 3Y | +496.5% | +46.9% | +449.5% | +308.2% |
| 5Y | +184.8% | +47.6% | +137.2% | +88.6% |
| All | +184.8% | +46.0% | +138.8% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling