+449.8%
SOXL vs FXI
+35.7%
+414.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.5% | -7.2% |
| 7D | +8.5% | -2.8% | +11.3% | +12.9% |
| 30D | -13.0% | -3.7% | -9.3% | -8.6% |
| 3M | -35.9% | -0.4% | -35.5% | -36.8% |
| 6M | +112.1% | -5.4% | +117.5% | +135.9% |
| YTD | +175.4% | -9.6% | +185.0% | +234.6% |
| 1Y | +304.9% | -11.9% | +316.8% | +423.8% |
| All | +449.8% | +35.7% | +414.1% | +345.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling