+196.5%
SOXL vs FICO
-27.8%
+224.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.4% | -11.4% | -11.1% |
| 7D | +26.9% | +2.2% | +24.6% | +26.5% |
| 30D | -47.2% | +0.1% | -47.3% | -47.8% |
| 3M | -59.9% | -35.2% | -24.7% | -57.2% |
| 6M | -68.3% | -32.4% | -36.0% | -70.3% |
| YTD | +38.8% | -57.4% | +96.2% | +70.8% |
| 1Y | +48.8% | -58.5% | +107.3% | +86.0% |
| 3Y | +196.5% | -28.9% | +225.4% | +68.5% |
| All | +196.5% | -27.8% | +224.3% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling