+4,921.3%
SOXL vs CHTR
-44.7%
+4,966.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | +2.7% |
| 7D | +3.9% | -4.1% | +8.0% | +5.8% |
| 30D | -14.3% | -3.0% | -11.3% | -15.4% |
| 3M | -45.6% | +4.8% | -50.4% | -52.4% |
| 6M | +117.2% | -35.0% | +152.2% | +145.3% |
| YTD | +189.8% | -30.2% | +220.0% | +190.1% |
| 1Y | +317.7% | -44.8% | +362.5% | +421.7% |
| 3Y | +478.6% | -66.6% | +545.2% | +936.3% |
| 5Y | +169.5% | -81.5% | +251.0% | +954.9% |
| All | +4,921.3% | -44.7% | +4,966.0% | +7,509.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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