+20,415.5%
SOXL vs PH
+1,866.0%
+18,549.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +6.4% |
| 7D | +16.4% | +0.4% | +16.0% | +15.3% |
| 30D | -12.1% | -10.8% | -1.3% | +8.3% |
| 3M | -41.7% | +8.5% | -50.2% | -48.4% |
| 6M | +157.4% | +3.9% | +153.5% | +150.4% |
| YTD | +193.3% | +9.4% | +183.9% | +164.3% |
| 1Y | +355.3% | +26.8% | +328.5% | +210.9% |
| 3Y | +484.2% | +140.8% | +343.4% | +67.3% |
| 5Y | +182.7% | +253.8% | -71.1% | -45.2% |
| 10Y | +4,692.2% | +792.3% | +3,899.9% | +155.1% |
| All | +20,415.5% | +1,866.0% | +18,549.5% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling