+449.8%
SOXL vs PH
+133.8%
+316.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.4% | -4.5% |
| 7D | +8.5% | -3.1% | +11.6% | +16.4% |
| 30D | -13.0% | -11.8% | -1.2% | +14.4% |
| 3M | -35.9% | +6.9% | -42.8% | -43.3% |
| 6M | +112.1% | -1.3% | +113.3% | +124.9% |
| YTD | +175.4% | +7.0% | +168.5% | +149.0% |
| 1Y | +304.9% | +23.1% | +281.8% | +162.2% |
| All | +449.8% | +133.8% | +316.0% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling