-25.4%
SOXL vs FICO
+81.4%
-106.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.4% | +12.9% | +12.7% |
| 7D | -40.3% | -0.9% | -39.4% | -40.2% |
| 30D | -71.1% | +3.3% | -74.4% | -73.0% |
| 3M | -65.2% | -31.7% | -33.5% | -61.5% |
| 6M | -72.3% | -34.0% | -38.3% | -73.8% |
| YTD | +9.4% | -58.3% | +67.8% | +48.8% |
| 1Y | +7.0% | -57.9% | +64.9% | +41.7% |
| 3Y | +156.4% | -24.1% | +180.4% | +32.5% |
| All | -25.4% | +81.4% | -106.8% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling