+55.9%
SOXL vs CHD
+30.9%
+25.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.6% | -11.4% | -3.3% |
| 7D | -37.9% | +6.9% | -44.8% | -27.2% |
| 30D | -59.4% | +17.1% | -76.5% | -41.9% |
| 3M | -52.3% | +9.1% | -61.4% | -39.5% |
| 6M | -47.7% | +21.4% | -69.1% | -15.7% |
| YTD | +58.8% | +34.9% | +23.9% | +219.7% |
| 1Y | +55.9% | +31.0% | +24.9% | +201.2% |
| All | +55.9% | +30.9% | +25.0% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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