+20,415.5%
SOXL vs FHN
+180.4%
+20,235.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +6.2% |
| 7D | +16.4% | +2.7% | +13.7% | +13.1% |
| 30D | -12.1% | -3.1% | -9.0% | -9.1% |
| 3M | -41.7% | +2.3% | -44.0% | -43.8% |
| 6M | +157.4% | +9.7% | +147.7% | +134.7% |
| YTD | +193.3% | +4.7% | +188.6% | +181.1% |
| 1Y | +355.3% | +13.8% | +341.6% | +298.1% |
| 3Y | +484.2% | +131.6% | +352.6% | +176.4% |
| 5Y | +182.7% | +91.1% | +91.5% | +22.1% |
| 10Y | +4,692.2% | +126.6% | +4,565.6% | +1,548.5% |
| All | +20,415.5% | +180.4% | +20,235.1% | +7,324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling