+156.1%
SOXL vs FHN
+87.6%
+68.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.8% | -8.6% |
| 7D | +8.5% | -0.8% | +9.3% | +9.0% |
| 30D | -13.0% | -2.6% | -10.3% | -11.1% |
| 3M | -35.9% | +0.8% | -36.8% | -36.8% |
| 6M | +112.1% | +9.2% | +102.8% | +98.5% |
| YTD | +175.4% | +5.1% | +170.3% | +166.3% |
| 1Y | +304.9% | +12.2% | +292.7% | +272.0% |
| 3Y | +448.6% | +132.4% | +316.2% | +270.3% |
| 5Y | +156.1% | +91.1% | +65.0% | +71.9% |
| All | +156.1% | +87.6% | +68.5% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling