+2,054.9%
SOXL vs FN
+772.0%
+1,282.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.5% | +5.6% |
| 7D | -23.3% | -4.1% | -19.3% | -13.4% |
| 30D | -59.9% | -28.3% | -31.6% | -33.6% |
| 3M | -56.8% | -33.9% | -23.0% | -22.5% |
| 6M | -68.3% | -43.9% | -24.4% | -22.5% |
| YTD | +33.5% | -23.4% | +56.9% | +116.0% |
| 1Y | +24.8% | -25.4% | +50.2% | +110.5% |
| 3Y | +177.0% | +107.9% | +69.1% | +40.3% |
| 5Y | -0.2% | +195.1% | -195.3% | -66.7% |
| 10Y | +2,054.9% | +794.1% | +1,260.8% | +208.7% |
| All | +2,054.9% | +772.0% | +1,282.9% | +208.7% |
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