+2,180.9%
SOXL vs FIX
+3,814.3%
-1,633.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +5.0% | +12.7% | +11.3% |
| 7D | -1.0% | +6.4% | -7.4% | -1.0% |
| 30D | -48.6% | -29.1% | -19.5% | -12.7% |
| 3M | -50.3% | -31.1% | -19.2% | -11.3% |
| 6M | -65.3% | -42.8% | -22.5% | -8.7% |
| YTD | +57.2% | +24.6% | +32.6% | +76.4% |
| 1Y | +58.0% | +21.9% | +36.1% | +84.6% |
| 3Y | +226.2% | +524.9% | -298.7% | -41.0% |
| 5Y | +10.5% | +1,092.2% | -1,081.7% | -89.5% |
| 10Y | +2,180.9% | +3,759.0% | -1,578.2% | -12.7% |
| All | +2,180.9% | +3,814.3% | -1,633.4% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling