+355.3%
SOXL vs FICO
-39.2%
+394.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.2% |
| 7D | +16.4% | -15.4% | +31.8% | +10.2% |
| 30D | -12.1% | -10.4% | -1.7% | -14.6% |
| 3M | -41.7% | -22.7% | -19.0% | -45.8% |
| 6M | +157.4% | -36.8% | +194.2% | +139.7% |
| YTD | +193.3% | -44.8% | +238.1% | +177.3% |
| 1Y | +355.3% | -39.3% | +394.7% | +314.2% |
| All | +355.3% | -39.2% | +394.5% | +314.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling