+5,399.0%
SOXL vs FIX
+5,928.8%
-529.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +4.6% |
| 7D | +18.4% | +3.5% | +14.8% | +13.5% |
| 30D | -3.2% | -3.5% | +0.3% | +1.9% |
| 3M | -37.6% | -11.8% | -25.8% | -16.2% |
| 6M | +136.1% | +17.8% | +118.3% | +142.6% |
| YTD | +199.5% | +73.3% | +126.2% | +102.4% |
| 1Y | +363.2% | +128.1% | +235.1% | +130.9% |
| 3Y | +496.5% | +772.7% | -276.2% | -32.5% |
| 5Y | +184.8% | +2,166.4% | -1,981.6% | -87.0% |
| 10Y | +5,399.0% | +6,034.5% | -635.5% | +50.0% |
| All | +5,399.0% | +5,928.8% | -529.8% | +50.0% |
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