+4,921.3%
SOXL vs FFIV
+249.4%
+4,671.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | -0.8% |
| 7D | +3.9% | +5.4% | -1.6% | -5.7% |
| 30D | -14.3% | -2.7% | -11.7% | -10.5% |
| 3M | -45.6% | +4.5% | -50.2% | -49.4% |
| 6M | +117.2% | +42.2% | +75.0% | +16.7% |
| YTD | +189.8% | +61.3% | +128.6% | +20.1% |
| 1Y | +317.7% | +23.0% | +294.7% | +172.6% |
| 3Y | +478.6% | +156.3% | +322.4% | +10.0% |
| 5Y | +169.5% | +102.9% | +66.7% | +7.4% |
| All | +4,921.3% | +249.4% | +4,671.9% | +1,294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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