+19,165.6%
SOXL vs CHD
+604.1%
+18,561.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.7% | -7.1% |
| 7D | +8.5% | -4.7% | +13.2% | +12.2% |
| 30D | -13.0% | -8.3% | -4.6% | -8.0% |
| 3M | -35.9% | -4.0% | -31.9% | -37.0% |
| 6M | +112.1% | -6.5% | +118.6% | +108.6% |
| YTD | +175.4% | +13.1% | +162.3% | +126.7% |
| 1Y | +304.9% | +2.3% | +302.6% | +254.2% |
| 3Y | +448.6% | +1.8% | +446.8% | +321.2% |
| 5Y | +156.1% | +20.6% | +135.5% | +49.9% |
| 10Y | +4,957.3% | +125.6% | +4,831.7% | +1,025.3% |
| All | +19,165.6% | +604.1% | +18,561.5% | +472.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling