+162.3%
SOXL vs FTV
-2.3%
+164.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +4.5% |
| 7D | +3.9% | -4.0% | +7.8% | +13.8% |
| 30D | -14.3% | -11.0% | -3.3% | +11.1% |
| 3M | -45.6% | -8.4% | -37.2% | -37.5% |
| 6M | +117.2% | -2.6% | +119.7% | +115.8% |
| YTD | +189.8% | -0.6% | +190.5% | +132.2% |
| 1Y | +317.7% | +11.0% | +306.8% | +144.4% |
| 3Y | +478.6% | -6.3% | +485.0% | +573.5% |
| All | +162.3% | -2.3% | +164.6% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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