+20,415.5%
SOXL vs FXI
+26.3%
+20,389.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +9.5% |
| 7D | +16.4% | -1.0% | +17.4% | +18.2% |
| 30D | -12.1% | -3.2% | -8.9% | -7.9% |
| 3M | -41.7% | +1.7% | -43.4% | -44.8% |
| 6M | +157.4% | -1.6% | +159.0% | +171.8% |
| YTD | +193.3% | -7.9% | +201.2% | +257.1% |
| 1Y | +355.3% | -9.6% | +365.0% | +492.1% |
| 3Y | +484.2% | +40.5% | +443.7% | +228.0% |
| 5Y | +182.7% | -6.2% | +188.9% | +235.9% |
| 10Y | +4,692.2% | +14.2% | +4,678.1% | +6,816.9% |
| All | +20,415.5% | +26.3% | +20,389.2% | +29,504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling