+4,921.3%
SOXL vs CHD
+126.1%
+4,795.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +3.9% | -4.5% | +8.3% | +5.5% |
| 30D | -14.3% | -6.7% | -7.6% | -12.5% |
| 3M | -45.6% | -2.7% | -42.9% | -46.3% |
| 6M | +117.2% | -4.9% | +122.1% | +114.3% |
| YTD | +189.8% | +13.3% | +176.5% | +159.4% |
| 1Y | +317.7% | +1.0% | +316.7% | +292.5% |
| 3Y | +478.6% | +1.3% | +477.3% | +397.7% |
| 5Y | +169.5% | +20.8% | +148.7% | +89.3% |
| All | +4,921.3% | +126.1% | +4,795.2% | +2,099.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling