+317.7%
SOXL vs CHD
+2.3%
+315.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.6% |
| 7D | +3.9% | -4.5% | +8.3% | -3.4% |
| 30D | -14.3% | -6.7% | -7.6% | -22.5% |
| 3M | -45.6% | -2.7% | -42.9% | -44.3% |
| 6M | +117.2% | -4.9% | +122.1% | +120.6% |
| YTD | +189.8% | +13.3% | +176.5% | +259.5% |
| 1Y | +317.7% | +1.0% | +316.7% | +396.6% |
| All | +317.7% | +2.3% | +315.4% | +396.6% |
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