+355.3%
SOXL vs FN
+11.2%
+344.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +2.5% |
| 7D | +16.4% | +3.5% | +12.8% | +11.9% |
| 30D | -12.1% | -26.0% | +13.9% | +24.0% |
| 3M | -41.7% | -33.3% | -8.4% | 0.0% |
| 6M | +157.4% | -14.9% | +172.3% | +242.5% |
| YTD | +193.3% | -8.6% | +201.9% | +248.0% |
| 1Y | +355.3% | +12.3% | +343.0% | +288.4% |
| All | +355.3% | +11.2% | +344.2% | +288.4% |
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