+4,921.3%
SOXL vs JHX
+106.3%
+4,815.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +4.2% |
| 7D | +3.9% | -6.3% | +10.2% | +11.2% |
| 30D | -14.3% | -7.7% | -6.6% | -6.7% |
| 3M | -45.6% | +19.2% | -64.8% | -55.8% |
| 6M | +117.2% | +38.3% | +78.9% | +56.7% |
| YTD | +189.8% | +37.2% | +152.6% | +112.6% |
| 1Y | +317.7% | +42.3% | +275.5% | +180.7% |
| 3Y | +478.6% | -4.4% | +483.0% | +367.9% |
| 5Y | +169.5% | -26.4% | +195.9% | +236.0% |
| All | +4,921.3% | +106.3% | +4,815.0% | +2,333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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