+10,896.4%
SOXL vs FICO
+2,914.7%
+7,981.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.2% | +18.0% | +18.0% |
| 7D | -1.0% | +4.0% | -4.9% | -5.2% |
| 30D | -48.6% | -1.5% | -47.1% | -50.7% |
| 3M | -50.3% | -29.8% | -20.5% | -44.4% |
| 6M | -65.3% | -33.3% | -32.0% | -67.3% |
| YTD | +57.2% | -56.9% | +114.1% | +115.9% |
| 1Y | +58.0% | -59.5% | +117.5% | +133.1% |
| 3Y | +226.2% | -26.9% | +253.1% | +80.8% |
| 5Y | +10.5% | +92.9% | -82.4% | -83.3% |
| 10Y | +2,180.9% | +539.5% | +1,641.4% | +14.5% |
| All | +10,896.4% | +2,914.7% | +7,981.7% | -20.9% |
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 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