+8,815.5%
SOXL vs FN
+2,887.5%
+5,928.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +11.7% | +0.8% | +1.4% |
| 7D | -40.3% | 0.0% | -40.3% | -37.3% |
| 30D | -71.1% | -34.3% | -36.8% | -53.1% |
| 3M | -65.2% | -39.9% | -25.4% | -38.7% |
| 6M | -72.3% | -51.8% | -20.4% | -33.5% |
| YTD | +9.4% | -28.1% | +37.6% | +83.7% |
| 1Y | +7.0% | -29.1% | +36.0% | +84.8% |
| 3Y | +156.4% | +102.4% | +53.9% | +104.0% |
| 5Y | -22.2% | +171.7% | -193.8% | -46.6% |
| 10Y | +1,682.4% | +773.5% | +908.9% | +617.7% |
| All | +8,815.5% | +2,887.5% | +5,928.0% | +2,281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling