+357.4%
SOXL vs FN
+17.1%
+340.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.7% | +6.1% |
| 7D | +5.3% | -1.7% | +7.0% | +7.8% |
| 30D | -11.2% | -22.0% | +10.8% | +17.1% |
| 3M | -55.4% | -43.0% | -12.4% | -5.7% |
| 6M | +107.1% | -27.7% | +134.9% | +232.5% |
| YTD | +179.0% | -10.5% | +189.6% | +239.6% |
| 1Y | +357.4% | +12.5% | +344.9% | +292.6% |
| All | +357.4% | +17.1% | +340.3% | +292.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling