+4,921.3%
SOXL vs CHRW
+183.1%
+4,738.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.0% |
| 7D | +3.9% | +3.5% | +0.4% | +0.4% |
| 30D | -14.3% | +4.6% | -18.9% | -18.4% |
| 3M | -45.6% | -19.7% | -25.9% | -35.2% |
| 6M | +117.2% | -12.4% | +129.6% | +134.9% |
| YTD | +189.8% | -3.9% | +193.7% | +175.3% |
| 1Y | +317.7% | +18.4% | +299.4% | +203.3% |
| 3Y | +478.6% | +88.8% | +389.8% | +105.3% |
| 5Y | +169.5% | +93.5% | +76.0% | -1.2% |
| All | +4,921.3% | +183.1% | +4,738.2% | +1,367.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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