+478.6%
SOXL vs FITB
+130.4%
+348.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.5% |
| 7D | +3.9% | -0.3% | +4.1% | +4.2% |
| 30D | -14.3% | -5.7% | -8.6% | -7.1% |
| 3M | -45.6% | +3.2% | -48.8% | -49.4% |
| 6M | +117.2% | +23.4% | +93.8% | +56.8% |
| YTD | +189.8% | +18.8% | +171.0% | +116.1% |
| 1Y | +317.7% | +25.0% | +292.8% | +186.8% |
| 3Y | +478.6% | +131.2% | +347.4% | +134.7% |
| All | +478.6% | +130.4% | +348.2% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling