+478.6%
SOXL vs CHTR
-65.7%
+544.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | +5.0% |
| 7D | +3.9% | -4.1% | +8.0% | +4.1% |
| 30D | -14.3% | -3.0% | -11.3% | -14.3% |
| 3M | -45.6% | +4.8% | -50.4% | -46.1% |
| 6M | +117.2% | -35.0% | +152.2% | +131.0% |
| YTD | +189.8% | -30.2% | +220.0% | +194.8% |
| 1Y | +317.7% | -44.8% | +362.5% | +372.9% |
| 3Y | +478.6% | -66.6% | +545.2% | +806.1% |
| All | +478.6% | -65.7% | +544.3% | +806.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling