+357.4%
SOXL vs FIX
+128.3%
+229.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +8.0% | +6.7% |
| 7D | +5.3% | +6.0% | -0.7% | -4.4% |
| 30D | -11.2% | -7.2% | -4.0% | +1.0% |
| 3M | -55.4% | -15.9% | -39.5% | -29.7% |
| 6M | +107.1% | +12.7% | +94.4% | +132.3% |
| YTD | +179.0% | +72.8% | +106.2% | +94.8% |
| 1Y | +357.4% | +122.9% | +234.5% | +176.6% |
| All | +357.4% | +128.3% | +229.1% | +176.6% |
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