+357.4%
SOXL vs FTI
+108.8%
+248.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +10.2% |
| 7D | +5.3% | +5.3% | +0.1% | 0.0% |
| 30D | -11.2% | +15.3% | -26.5% | -22.8% |
| 3M | -55.4% | +15.8% | -71.1% | -60.7% |
| 6M | +107.1% | +22.6% | +84.6% | +66.8% |
| YTD | +179.0% | +79.5% | +99.5% | +70.3% |
| 1Y | +357.4% | +102.0% | +255.3% | +154.7% |
| All | +357.4% | +108.8% | +248.6% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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