+5,399.0%
SOXL vs FN
+890.7%
+4,508.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.5% |
| 7D | +18.4% | +5.8% | +12.6% | +10.9% |
| 30D | -3.2% | -20.6% | +17.5% | +26.1% |
| 3M | -37.6% | -28.6% | -9.0% | +1.2% |
| 6M | +136.1% | -20.7% | +156.8% | +237.9% |
| YTD | +199.5% | -8.1% | +207.6% | +251.9% |
| 1Y | +363.2% | +13.3% | +349.9% | +333.1% |
| 3Y | +496.5% | +175.7% | +320.8% | +95.9% |
| 5Y | +184.8% | +297.4% | -112.6% | -39.5% |
| 10Y | +5,399.0% | +950.9% | +4,448.1% | +471.2% |
| All | +5,399.0% | +890.7% | +4,508.3% | +471.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling