+19,418.6%
SOXL vs FE
+148.2%
+19,270.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.4% | +10.4% |
| 7D | +5.3% | +1.9% | +3.4% | +3.5% |
| 30D | -11.2% | -1.2% | -10.0% | -10.3% |
| 3M | -55.4% | +3.5% | -58.8% | -58.0% |
| 6M | +107.1% | -6.1% | +113.2% | +110.0% |
| YTD | +179.0% | +7.6% | +171.4% | +150.6% |
| 1Y | +357.4% | +11.9% | +345.5% | +291.5% |
| 3Y | +397.5% | +48.4% | +349.0% | +195.3% |
| 5Y | +155.9% | +44.8% | +111.1% | +57.4% |
| 10Y | +4,301.6% | +115.9% | +4,185.7% | +1,969.4% |
| All | +19,418.6% | +148.2% | +19,270.4% | +5,882.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling