+216.1%
SOXL vs FGI
-69.8%
+285.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +5.0% |
| 7D | +16.4% | +5.2% | +11.2% | +16.1% |
| 30D | -12.1% | +65.2% | -77.3% | -17.7% |
| 3M | -41.7% | +30.2% | -71.9% | -44.8% |
| 6M | +157.4% | +87.8% | +69.6% | +131.1% |
| YTD | +193.3% | +32.5% | +160.8% | +168.9% |
| 1Y | +355.3% | +93.6% | +261.7% | +293.5% |
| 3Y | +484.2% | -2.6% | +486.7% | +419.3% |
| All | +216.1% | -69.8% | +285.9% | +236.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling