+55.9%
SOXL vs PHM
+16.2%
+39.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +7.2% | -16.0% | -11.4% |
| 7D | -37.9% | +13.6% | -51.5% | -41.9% |
| 30D | -59.4% | +19.3% | -78.7% | -63.5% |
| 3M | -52.3% | +3.5% | -55.8% | -52.7% |
| 6M | -47.7% | +18.6% | -66.3% | -55.4% |
| YTD | +58.8% | +16.7% | +42.0% | +34.0% |
| 1Y | +55.9% | +14.6% | +41.3% | +34.4% |
| All | +55.9% | +16.2% | +39.7% | +34.4% |
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