+363.2%
SOXL vs FGI
+93.3%
+270.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +2.0% |
| 7D | +18.4% | +14.7% | +3.7% | +17.6% |
| 30D | -3.2% | +67.0% | -70.1% | -8.0% |
| 3M | -37.6% | +31.0% | -68.6% | -40.2% |
| 6M | +136.1% | +126.8% | +9.2% | +115.7% |
| YTD | +199.5% | +35.6% | +163.9% | +179.3% |
| 1Y | +363.2% | +108.9% | +254.3% | +335.0% |
| All | +363.2% | +93.3% | +270.0% | +335.0% |
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