+20,848.2%
SOXL vs FTI
+274.1%
+20,574.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.5% |
| 7D | +18.4% | -2.3% | +20.7% | +20.6% |
| 30D | -3.2% | +5.0% | -8.2% | -7.0% |
| 3M | -37.6% | +13.8% | -51.4% | -44.4% |
| 6M | +136.1% | +22.9% | +113.2% | +98.7% |
| YTD | +199.5% | +75.0% | +124.5% | +88.2% |
| 1Y | +363.2% | +96.9% | +266.3% | +160.6% |
| 3Y | +496.5% | +276.7% | +219.7% | +106.9% |
| 5Y | +184.8% | +1,157.0% | -972.2% | -67.8% |
| 10Y | +5,399.0% | +310.7% | +5,088.3% | +1,177.7% |
| All | +20,848.2% | +274.1% | +20,574.1% | +5,248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling