+8,001.4%
SOXL vs FTV
+87.0%
+7,914.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +4.6% |
| 7D | +18.4% | -1.3% | +19.6% | +20.9% |
| 30D | -3.2% | -9.5% | +6.3% | +17.9% |
| 3M | -37.6% | -10.9% | -26.7% | -24.6% |
| 6M | +136.1% | -0.6% | +136.7% | +128.6% |
| YTD | +199.5% | +1.4% | +198.1% | +145.1% |
| 1Y | +363.2% | +17.6% | +345.6% | +171.1% |
| 3Y | +496.5% | -3.3% | +499.7% | +591.3% |
| 5Y | +184.8% | -0.1% | +185.0% | +316.4% |
| 10Y | +5,399.0% | +82.5% | +5,316.5% | +5,410.1% |
| All | +8,001.4% | +87.0% | +7,914.4% | +7,921.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling