+50.0%
SOXL vs FICO
-60.3%
+110.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.4% |
| 7D | +60.3% | +1.4% | +58.9% | +61.0% |
| 30D | -48.6% | -0.8% | -47.9% | -48.2% |
| 3M | -53.9% | -31.3% | -22.6% | -59.2% |
| 6M | -62.0% | -33.9% | -28.0% | -68.0% |
| YTD | +56.0% | -57.6% | +113.6% | +36.1% |
| 1Y | +50.0% | -59.7% | +109.7% | +32.9% |
| All | +50.0% | -60.3% | +110.3% | +32.9% |
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