+55.9%
SOXL vs FXI
-10.5%
+66.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.2% | -13.0% | -17.2% |
| 7D | -37.9% | +6.6% | -44.4% | -47.0% |
| 30D | -59.4% | +2.2% | -61.6% | -61.6% |
| 3M | -52.3% | -4.7% | -47.6% | -47.5% |
| 6M | -47.7% | -4.7% | -43.0% | -39.7% |
| YTD | +58.8% | -9.0% | +67.7% | +119.3% |
| 1Y | +55.9% | -10.5% | +66.4% | +126.7% |
| All | +55.9% | -10.5% | +66.4% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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