+1,948.9%
SOXL vs FIX
+3,564.5%
-1,615.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.4% | -9.6% | -9.2% |
| 7D | +26.9% | +9.4% | +17.4% | +15.2% |
| 30D | -47.2% | -27.8% | -19.5% | -12.8% |
| 3M | -59.9% | -35.6% | -24.3% | -22.0% |
| 6M | -68.3% | -45.2% | -23.1% | -12.0% |
| YTD | +38.8% | +19.5% | +19.4% | +64.6% |
| 1Y | +48.8% | +24.2% | +24.6% | +70.7% |
| 3Y | +196.5% | +494.2% | -297.7% | -42.8% |
| 5Y | -5.0% | +1,036.1% | -1,041.2% | -90.4% |
| All | +1,948.9% | +3,564.5% | -1,615.7% | -16.8% |
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