+363.5%
SOXL vs FIG
-74.0%
+437.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.6% | -8.6% | -8.0% |
| 7D | +8.5% | -12.2% | +20.7% | +7.4% |
| 30D | -13.0% | -11.0% | -2.0% | -13.4% |
| 3M | -35.9% | +11.9% | -47.8% | -34.8% |
| 6M | +112.1% | -21.9% | +134.0% | +125.9% |
| YTD | +175.4% | -40.8% | +216.2% | +213.2% |
| 1Y | +304.9% | -56.6% | +361.5% | +411.3% |
| All | +363.5% | -74.0% | +437.5% | +463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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