-4.8%
SOXL vs FFIV
+35.3%
-40.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.7% | -8.3% | -6.0% |
| 7D | +26.9% | -0.5% | +27.4% | +29.8% |
| 30D | -47.2% | -32.4% | -14.8% | +6.5% |
| 3M | -59.9% | -25.7% | -34.2% | -32.9% |
| 6M | -68.3% | -13.5% | -54.8% | -59.5% |
| YTD | +38.8% | +21.1% | +17.7% | -15.4% |
| 1Y | +48.8% | +29.4% | +19.4% | -22.3% |
| 3Y | +196.5% | +94.9% | +101.6% | -40.0% |
| All | -4.8% | +35.3% | -40.1% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling