+43.8%
SOXL vs FGI
-70.0%
+113.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -23.3% | -4.1% | -19.2% | -23.1% |
| 30D | -59.9% | -3.4% | -56.5% | -59.8% |
| 3M | -56.8% | +61.8% | -118.6% | -59.7% |
| 6M | -68.3% | +17.0% | -85.3% | -69.9% |
| YTD | +33.5% | +31.4% | +2.1% | +22.0% |
| 1Y | +24.8% | +42.7% | -17.9% | +13.2% |
| 3Y | +177.0% | -0.1% | +177.1% | +145.0% |
| All | +43.8% | -70.0% | +113.9% | +52.7% |
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