+200.7%
SOXL vs FGI
-70.4%
+271.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.5% | +2.3% | +9.4% |
| 7D | +5.3% | +0.5% | +4.8% | +5.3% |
| 30D | -11.2% | +65.4% | -76.6% | -16.9% |
| 3M | -55.4% | +23.5% | -78.9% | -57.6% |
| 6M | +107.1% | +60.5% | +46.6% | +87.8% |
| YTD | +179.0% | +30.0% | +149.0% | +156.1% |
| 1Y | +357.4% | +82.1% | +275.3% | +297.0% |
| 3Y | +397.5% | -4.4% | +401.8% | +342.7% |
| All | +200.7% | -70.4% | +271.1% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling