+162.3%
SOXL vs FTI
+1,066.8%
-904.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +4.3% |
| 7D | +3.9% | -4.4% | +8.3% | +8.2% |
| 30D | -14.3% | +1.5% | -15.8% | -15.0% |
| 3M | -45.6% | +8.2% | -53.8% | -49.3% |
| 6M | +117.2% | +18.8% | +98.4% | +87.8% |
| YTD | +189.8% | +71.7% | +118.2% | +84.4% |
| 1Y | +317.7% | +90.0% | +227.7% | +141.2% |
| 3Y | +478.6% | +270.5% | +208.1% | +112.5% |
| All | +162.3% | +1,066.8% | -904.5% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling