+7,555.7%
SOXL vs FICO
+2,814.2%
+4,741.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.4% | +12.9% | +12.9% |
| 7D | -40.3% | -0.9% | -39.4% | -40.2% |
| 30D | -71.1% | +3.3% | -74.4% | -74.6% |
| 3M | -65.2% | -31.7% | -33.5% | -60.2% |
| 6M | -72.3% | -34.0% | -38.3% | -74.2% |
| YTD | +9.4% | -58.3% | +67.8% | +55.1% |
| 1Y | +7.0% | -57.9% | +64.9% | +47.0% |
| 3Y | +156.4% | -24.1% | +180.4% | +32.6% |
| 5Y | -22.2% | +85.3% | -107.5% | -87.8% |
| 10Y | +1,682.4% | +520.3% | +1,162.1% | -7.8% |
| All | +7,555.7% | +2,814.2% | +4,741.5% | -43.2% |
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