+4,921.3%
SOXL vs FITB
+290.8%
+4,630.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.6% |
| 7D | +3.9% | -0.3% | +4.1% | +4.1% |
| 30D | -14.3% | -5.7% | -8.6% | -7.9% |
| 3M | -45.6% | +3.2% | -48.8% | -48.9% |
| 6M | +117.2% | +23.4% | +93.8% | +64.7% |
| YTD | +189.8% | +18.8% | +171.0% | +128.0% |
| 1Y | +317.7% | +25.0% | +292.8% | +207.3% |
| 3Y | +478.6% | +131.2% | +347.4% | +120.3% |
| 5Y | +169.5% | +70.7% | +98.8% | +70.8% |
| All | +4,921.3% | +290.8% | +4,630.5% | +1,545.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling