+449.8%
SOXL vs FFIV
+147.5%
+302.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -5.6% |
| 7D | +8.5% | +1.6% | +6.8% | +5.6% |
| 30D | -13.0% | -3.7% | -9.2% | -7.5% |
| 3M | -35.9% | +2.0% | -37.9% | -36.8% |
| 6M | +112.1% | +39.3% | +72.8% | +28.7% |
| YTD | +175.4% | +56.1% | +119.3% | +34.6% |
| 1Y | +304.9% | +22.0% | +282.9% | +195.6% |
| All | +449.8% | +147.5% | +302.4% | +47.9% |
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 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