+20,415.5%
SOXL vs FITB
+584.4%
+19,831.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +6.0% |
| 7D | +16.4% | +2.8% | +13.6% | +12.1% |
| 30D | -12.1% | -4.5% | -7.6% | -6.6% |
| 3M | -41.7% | +5.7% | -47.4% | -46.9% |
| 6M | +157.4% | +17.1% | +140.3% | +105.8% |
| YTD | +193.3% | +18.3% | +175.0% | +129.5% |
| 1Y | +355.3% | +23.9% | +331.4% | +234.3% |
| 3Y | +484.2% | +131.1% | +353.1% | +110.3% |
| 5Y | +182.7% | +71.1% | +111.6% | +70.6% |
| 10Y | +4,692.2% | +283.9% | +4,408.4% | +889.6% |
| All | +20,415.5% | +584.4% | +19,831.1% | +2,432.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling