+484.2%
SOXL vs FIX
+784.8%
-300.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +1.9% |
| 7D | +16.4% | +6.1% | +10.3% | +7.6% |
| 30D | -12.1% | -2.7% | -9.4% | -8.0% |
| 3M | -41.7% | -10.9% | -30.8% | -20.9% |
| 6M | +157.4% | +29.0% | +128.4% | +138.9% |
| YTD | +193.3% | +76.9% | +116.4% | +91.4% |
| 1Y | +355.3% | +130.7% | +224.6% | +119.7% |
| 3Y | +484.2% | +790.7% | -306.5% | -20.4% |
| All | +484.2% | +784.8% | -300.7% | -20.4% |
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