+393.6%
SOXL vs FIG
-73.2%
+466.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.7% | +10.8% | +4.6% |
| 7D | +16.4% | -16.4% | +32.8% | +14.8% |
| 30D | -12.1% | -2.3% | -9.8% | -11.8% |
| 3M | -41.7% | +7.8% | -49.5% | -40.2% |
| 6M | +157.4% | -21.8% | +179.3% | +176.2% |
| YTD | +193.3% | -39.1% | +232.4% | +234.2% |
| 1Y | +355.3% | -56.6% | +412.0% | +475.3% |
| All | +393.6% | -73.2% | +466.9% | +501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling