+5,399.0%
SOXL vs FICO
+647.8%
+4,751.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | -3.7% |
| 7D | +18.4% | -10.6% | +28.9% | +27.3% |
| 30D | -3.2% | -6.3% | +3.2% | -3.3% |
| 3M | -37.6% | -19.7% | -17.8% | -39.4% |
| 6M | +136.1% | -31.8% | +167.8% | +146.2% |
| YTD | +199.5% | -41.8% | +241.3% | +265.3% |
| 1Y | +363.2% | -36.4% | +399.7% | +341.7% |
| 3Y | +496.5% | +9.3% | +487.2% | +122.2% |
| 5Y | +184.8% | +113.0% | +71.8% | -60.8% |
| 10Y | +5,399.0% | +665.4% | +4,733.6% | +31.7% |
| All | +5,399.0% | +647.8% | +4,751.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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