+162.3%
SOXL vs FXI
-6.5%
+168.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +4.7% |
| 7D | +3.9% | -3.9% | +7.7% | +9.5% |
| 30D | -14.3% | -2.1% | -12.2% | -12.1% |
| 3M | -45.6% | -0.5% | -45.2% | -46.3% |
| 6M | +117.2% | -4.5% | +121.7% | +137.5% |
| YTD | +189.8% | -9.2% | +199.1% | +247.7% |
| 1Y | +317.7% | -13.8% | +331.5% | +451.9% |
| 3Y | +478.6% | +36.6% | +442.1% | +326.5% |
| All | +162.3% | -6.5% | +168.8% | +251.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling