+9,612.4%
SOXL vs FFIV
+391.1%
+9,221.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.7% | -8.3% | -7.2% |
| 7D | +26.9% | -0.5% | +27.4% | +29.1% |
| 30D | -47.2% | -32.4% | -14.8% | -8.5% |
| 3M | -59.9% | -25.7% | -34.2% | -38.7% |
| 6M | -68.3% | -13.5% | -54.8% | -59.5% |
| YTD | +38.8% | +21.1% | +17.7% | +9.1% |
| 1Y | +48.8% | +29.4% | +19.4% | +6.0% |
| 3Y | +196.5% | +94.9% | +101.6% | +37.6% |
| 5Y | -5.0% | +34.7% | -39.8% | -3.2% |
| 10Y | +1,914.5% | +119.0% | +1,795.5% | +1,448.8% |
| All | +9,612.4% | +391.1% | +9,221.3% | +2,132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling