+48.8%
SOXL vs FGI
+17.8%
+31.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -25.2% | +14.2% | -9.1% |
| 7D | +26.9% | -14.4% | +41.3% | +28.4% |
| 30D | -47.2% | -11.8% | -35.5% | -46.6% |
| 3M | -59.9% | -46.2% | -13.6% | -58.4% |
| 6M | -68.3% | +5.2% | -73.5% | -69.9% |
| YTD | +38.8% | +10.5% | +28.3% | +23.5% |
| 1Y | +48.8% | +25.5% | +23.3% | +26.3% |
| All | +48.8% | +17.8% | +31.0% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling