-12.7%
SOXL vs FWONK
+7.3%
-19.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | +7.7% | -46.4% | -33.3% |
| 7D | -60.1% | +15.0% | -75.1% | -55.7% |
| 30D | -75.1% | +11.5% | -86.6% | -72.6% |
| 3M | -69.0% | +10.9% | -79.9% | -66.0% |
| 6M | -71.6% | +21.9% | -93.5% | -69.8% |
| YTD | -2.7% | +8.1% | -10.8% | +0.6% |
| 1Y | -12.7% | +5.0% | -17.7% | -0.3% |
| All | -12.7% | +7.3% | -19.9% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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