+171.4%
SOXL vs FRSH
-72.5%
+243.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.1% |
| 7D | +3.9% | -6.6% | +10.5% | +8.2% |
| 30D | -14.3% | +2.1% | -16.4% | -17.1% |
| 3M | -45.6% | +29.0% | -74.6% | -58.3% |
| 6M | +117.2% | +48.6% | +68.6% | +41.2% |
| YTD | +189.8% | -2.9% | +192.8% | +144.9% |
| 1Y | +317.7% | -7.9% | +325.6% | +267.8% |
| 3Y | +478.6% | -46.5% | +525.1% | +683.6% |
| All | +171.4% | -72.5% | +243.9% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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