+20,848.2%
SOXL vs FLEX
+1,896.3%
+18,951.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +4.2% |
| 7D | +18.4% | +6.4% | +12.0% | +8.0% |
| 30D | -3.2% | -5.9% | +2.7% | +7.2% |
| 3M | -37.6% | -23.5% | -14.1% | +7.1% |
| 6M | +136.1% | +83.7% | +52.3% | -1.8% |
| YTD | +199.5% | +86.5% | +113.0% | +25.1% |
| 1Y | +363.2% | +100.5% | +262.7% | +81.1% |
| 3Y | +496.5% | +469.8% | +26.6% | -36.8% |
| 5Y | +184.8% | +725.7% | -540.8% | -76.5% |
| 10Y | +5,399.0% | +1,086.7% | +4,312.3% | +222.8% |
| All | +20,848.2% | +1,896.3% | +18,951.8% | +708.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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