+357.4%
SOXL vs CHD
+7.1%
+350.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.8% |
| 7D | +5.3% | -2.7% | +8.0% | +0.9% |
| 30D | -11.2% | -4.6% | -6.6% | -16.7% |
| 3M | -55.4% | +5.0% | -60.4% | -48.8% |
| 6M | +107.1% | -3.2% | +110.4% | +119.9% |
| YTD | +179.0% | +18.6% | +160.4% | +271.4% |
| 1Y | +357.4% | +4.8% | +352.5% | +482.9% |
| All | +357.4% | +7.1% | +350.3% | +482.9% |
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