+387.8%
SOXL vs FIG
-72.7%
+460.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.8% | +0.4% | +5.6% |
| 7D | +3.9% | -3.8% | +7.7% | +3.6% |
| 30D | -14.3% | -2.3% | -12.0% | -14.1% |
| 3M | -45.6% | +20.0% | -65.6% | -44.6% |
| 6M | +117.2% | -16.7% | +133.9% | +131.3% |
| YTD | +189.8% | -37.9% | +227.8% | +230.8% |
| 1Y | +317.7% | -58.5% | +376.3% | +426.9% |
| All | +387.8% | -72.7% | +460.5% | +495.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling