+162.3%
SOXL vs FFIV
+101.9%
+60.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | -1.3% |
| 7D | +3.9% | +5.4% | -1.6% | -6.4% |
| 30D | -14.3% | -2.7% | -11.7% | -10.3% |
| 3M | -45.6% | +4.5% | -50.2% | -49.9% |
| 6M | +117.2% | +42.2% | +75.0% | +10.0% |
| YTD | +189.8% | +61.3% | +128.6% | +9.4% |
| 1Y | +317.7% | +23.0% | +294.7% | +162.3% |
| 3Y | +478.6% | +156.3% | +322.4% | -21.0% |
| All | +162.3% | +101.9% | +60.4% | -18.1% |
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