+9,259.3%
SOXL vs FIX
+11,040.9%
-1,781.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +9.4% | +12.8% | +11.3% |
| 7D | -17.6% | -7.2% | -10.3% | -5.1% |
| 30D | -59.8% | -35.1% | -24.7% | -27.5% |
| 3M | -59.9% | -34.3% | -25.6% | -27.8% |
| 6M | -68.2% | -42.9% | -25.3% | -21.8% |
| YTD | +33.8% | +19.5% | +14.4% | +57.1% |
| 1Y | +34.7% | +16.8% | +18.0% | +65.0% |
| 3Y | +211.0% | +506.7% | -295.7% | -29.7% |
| 5Y | -8.6% | +1,046.7% | -1,055.3% | -88.1% |
| 10Y | +1,924.8% | +3,800.0% | -1,875.1% | -13.9% |
| All | +9,259.3% | +11,040.9% | -1,781.6% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling