+478.6%
SOXL vs CHD
+0.7%
+477.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.4% |
| 7D | +3.9% | -4.5% | +8.3% | -0.6% |
| 30D | -14.3% | -6.7% | -7.6% | -19.4% |
| 3M | -45.6% | -2.7% | -42.9% | -44.7% |
| 6M | +117.2% | -4.9% | +122.1% | +120.0% |
| YTD | +189.8% | +13.3% | +176.5% | +231.5% |
| 1Y | +317.7% | +1.0% | +316.7% | +353.3% |
| 3Y | +478.6% | +1.3% | +477.3% | +550.1% |
| All | +478.6% | +0.7% | +477.9% | +550.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling