+4,921.3%
SOXL vs FHN
+128.3%
+4,793.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.7% |
| 7D | +3.9% | -1.2% | +5.1% | +4.9% |
| 30D | -14.3% | -4.8% | -9.5% | -10.5% |
| 3M | -45.6% | -0.7% | -44.9% | -45.9% |
| 6M | +117.2% | +10.6% | +106.6% | +98.8% |
| YTD | +189.8% | +4.6% | +185.2% | +179.6% |
| 1Y | +317.7% | +11.4% | +306.4% | +279.3% |
| 3Y | +478.6% | +132.3% | +346.4% | +209.8% |
| 5Y | +169.5% | +90.2% | +79.4% | +37.4% |
| All | +4,921.3% | +128.3% | +4,793.0% | +2,662.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling