+19,418.6%
SOXL vs FICO
+3,756.0%
+15,662.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -16.7% | +26.6% | +28.7% |
| 7D | +5.3% | -19.2% | +24.5% | +27.9% |
| 30D | -11.2% | -14.6% | +3.4% | -1.6% |
| 3M | -55.4% | -20.1% | -35.3% | -55.7% |
| 6M | +107.1% | -36.3% | +143.5% | +133.3% |
| YTD | +179.0% | -44.9% | +223.9% | +259.5% |
| 1Y | +357.4% | -38.6% | +396.0% | +357.0% |
| 3Y | +397.5% | +4.0% | +393.5% | +121.1% |
| 5Y | +155.9% | +99.5% | +56.4% | -50.9% |
| 10Y | +4,301.6% | +604.7% | +3,696.9% | +150.4% |
| All | +19,418.6% | +3,756.0% | +15,662.5% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling