+1,948.9%
SOXL vs HD
+241.0%
+1,707.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.1% | -11.1% | -11.2% |
| 7D | +26.9% | +1.5% | +25.3% | +24.3% |
| 30D | -47.2% | +18.0% | -65.2% | -64.1% |
| 3M | -59.9% | +2.8% | -62.7% | -65.5% |
| 6M | -68.3% | +17.0% | -85.3% | -80.3% |
| YTD | +38.8% | +3.5% | +35.3% | +8.0% |
| 1Y | +48.8% | -2.6% | +51.4% | +27.9% |
| 3Y | +196.5% | +30.7% | +165.8% | +36.3% |
| 5Y | -5.0% | +6.2% | -11.3% | -16.3% |
| All | +1,948.9% | +241.0% | +1,707.9% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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