+1,315.3%
SOXL vs FOXA
+90.1%
+1,225.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.1% | -10.1% | -10.1% |
| 7D | +8.5% | -3.7% | +12.2% | +11.8% |
| 30D | -13.0% | +5.4% | -18.3% | -18.7% |
| 3M | -35.9% | -3.7% | -32.2% | -40.0% |
| 6M | +112.1% | +12.6% | +99.5% | +61.6% |
| YTD | +175.4% | -10.0% | +185.4% | +165.3% |
| 1Y | +304.9% | +15.0% | +289.8% | +183.8% |
| 3Y | +448.6% | +115.1% | +333.5% | +89.8% |
| 5Y | +156.1% | +93.0% | +63.1% | +11.9% |
| All | +1,315.3% | +90.1% | +1,225.1% | +441.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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