+211.0%
SOXL vs FIX
+503.8%
-292.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +9.4% | +12.8% | +8.8% |
| 7D | -17.6% | -7.2% | -10.3% | -3.4% |
| 30D | -59.8% | -35.1% | -24.7% | -19.1% |
| 3M | -59.9% | -34.3% | -25.6% | -20.0% |
| 6M | -68.2% | -42.9% | -25.3% | -9.3% |
| YTD | +33.8% | +19.5% | +14.4% | +63.7% |
| 1Y | +34.7% | +16.8% | +18.0% | +72.3% |
| 3Y | +211.0% | +506.7% | -295.7% | -39.5% |
| All | +211.0% | +503.8% | -292.7% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling