+55.9%
SOXL vs FIX
+14.3%
+41.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -15.1% | +6.3% | +17.2% |
| 7D | -37.9% | -18.9% | -19.0% | -11.0% |
| 30D | -59.4% | -36.3% | -23.1% | -9.6% |
| 3M | -52.3% | -38.5% | -13.8% | +14.3% |
| 6M | -47.7% | -42.3% | -5.4% | +71.8% |
| YTD | +58.8% | +17.1% | +41.7% | +82.5% |
| 1Y | +55.9% | +14.4% | +41.5% | +89.9% |
| All | +55.9% | +14.3% | +41.6% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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