+357.4%
SOXL vs PHM
-6.9%
+364.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.8% |
| 7D | +5.3% | -3.2% | +8.5% | +7.6% |
| 30D | -11.2% | -6.4% | -4.8% | -7.4% |
| 3M | -55.4% | +5.5% | -60.8% | -58.9% |
| 6M | +107.1% | -5.4% | +112.6% | +100.7% |
| YTD | +179.0% | +6.6% | +172.5% | +155.3% |
| 1Y | +357.4% | -8.8% | +366.2% | +351.4% |
| All | +357.4% | -6.9% | +364.3% | +351.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling