+19,418.6%
SOXL vs FIX
+16,015.9%
+3,402.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +8.0% | +7.7% |
| 7D | +5.3% | +6.0% | -0.7% | -1.4% |
| 30D | -11.2% | -7.2% | -4.0% | -2.5% |
| 3M | -55.4% | -15.9% | -39.5% | -36.7% |
| 6M | +107.1% | +12.7% | +94.4% | +125.1% |
| YTD | +179.0% | +72.8% | +106.2% | +94.6% |
| 1Y | +357.4% | +122.9% | +234.5% | +144.9% |
| 3Y | +397.5% | +774.3% | -376.9% | -33.8% |
| 5Y | +155.9% | +2,049.5% | -1,893.6% | -84.7% |
| 10Y | +4,301.6% | +5,821.5% | -1,519.9% | +3.6% |
| All | +19,418.6% | +16,015.9% | +3,402.7% | +37.4% |
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 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