+55.9%
SOXL vs FHN
+14.6%
+41.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.5% | -10.6% |
| 7D | -37.9% | +2.3% | -40.2% | -39.4% |
| 30D | -59.4% | +1.6% | -61.0% | -60.4% |
| 3M | -52.3% | -8.4% | -43.9% | -46.9% |
| 6M | -47.7% | -2.3% | -45.4% | -47.4% |
| YTD | +58.8% | +1.5% | +57.3% | +43.6% |
| 1Y | +55.9% | +15.0% | +40.9% | +16.6% |
| All | +55.9% | +14.6% | +41.3% | +16.6% |
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