+19,418.6%
SOXL vs CHRW
+301.9%
+19,116.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.8% | +8.7% |
| 7D | +5.3% | -1.4% | +6.7% | +7.1% |
| 30D | -11.2% | -3.5% | -7.7% | -8.2% |
| 3M | -55.4% | -19.4% | -36.0% | -45.5% |
| 6M | +107.1% | -21.4% | +128.5% | +155.8% |
| YTD | +179.0% | -7.1% | +186.2% | +172.0% |
| 1Y | +357.4% | +17.8% | +339.5% | +216.3% |
| 3Y | +397.5% | +78.8% | +318.7% | +66.0% |
| 5Y | +155.9% | +83.5% | +72.4% | -13.2% |
| 10Y | +4,301.6% | +160.2% | +4,141.3% | +865.4% |
| All | +19,418.6% | +301.9% | +19,116.7% | +1,700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling