+156.1%
SOXL vs FITB
+68.4%
+87.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.4% | -8.5% | -8.7% |
| 7D | +8.5% | -1.0% | +9.4% | +9.8% |
| 30D | -13.0% | -5.5% | -7.5% | -5.6% |
| 3M | -35.9% | +4.1% | -40.0% | -41.1% |
| 6M | +112.1% | +18.7% | +93.3% | +60.6% |
| YTD | +175.4% | +18.2% | +157.3% | +106.9% |
| 1Y | +304.9% | +23.7% | +281.2% | +182.2% |
| 3Y | +448.6% | +130.8% | +317.8% | +69.1% |
| 5Y | +156.1% | +69.8% | +86.3% | +74.7% |
| All | +156.1% | +68.4% | +87.7% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling