+55.9%
SOXL vs FITB
+36.9%
+19.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.3% | -10.1% |
| 7D | -37.9% | +2.3% | -40.2% | -39.4% |
| 30D | -59.4% | +7.7% | -67.1% | -62.3% |
| 3M | -52.3% | -4.5% | -47.8% | -50.3% |
| 6M | -47.7% | +12.5% | -60.2% | -55.2% |
| YTD | +58.8% | +19.8% | +39.0% | +15.9% |
| 1Y | +55.9% | +34.1% | +21.7% | -7.3% |
| All | +55.9% | +36.9% | +19.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling