+196.5%
SOXL vs FFIV
+95.4%
+101.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.7% | -8.3% | -7.0% |
| 7D | +26.9% | -0.5% | +27.4% | +29.3% |
| 30D | -47.2% | -32.4% | -14.8% | -7.1% |
| 3M | -59.9% | -25.7% | -34.2% | -39.0% |
| 6M | -68.3% | -13.5% | -54.8% | -60.6% |
| YTD | +38.8% | +21.1% | +17.7% | -3.2% |
| 1Y | +48.8% | +29.4% | +19.4% | -8.5% |
| 3Y | +196.5% | +94.9% | +101.6% | +10.7% |
| All | +196.5% | +95.4% | +101.1% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling