+196.8%
SOXL vs FGI
-66.2%
+263.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +9.4% | -17.5% | -8.6% |
| 7D | +8.5% | +22.8% | -14.3% | +7.1% |
| 30D | -13.0% | +85.9% | -98.9% | -19.1% |
| 3M | -35.9% | +32.4% | -68.3% | -39.3% |
| 6M | +112.1% | +106.3% | +5.7% | +89.7% |
| YTD | +175.4% | +48.4% | +127.0% | +150.7% |
| 1Y | +304.9% | +116.4% | +188.5% | +247.5% |
| 3Y | +448.6% | +9.2% | +439.4% | +384.1% |
| All | +196.8% | -66.2% | +263.0% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling