+357.4%
SOXL vs FHN
+13.2%
+344.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +10.0% |
| 7D | +5.3% | +1.2% | +4.2% | +4.1% |
| 30D | -11.2% | -4.7% | -6.5% | -6.8% |
| 3M | -55.4% | +3.5% | -58.9% | -57.4% |
| 6M | +107.1% | +7.8% | +99.3% | +90.0% |
| YTD | +179.0% | +5.9% | +173.2% | +159.2% |
| 1Y | +357.4% | +12.5% | +344.9% | +323.7% |
| All | +357.4% | +13.2% | +344.2% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling