+478.6%
SOXL vs PHM
+49.3%
+429.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +3.7% |
| 7D | +3.9% | -5.0% | +8.8% | +8.8% |
| 30D | -14.3% | -8.4% | -5.9% | -7.5% |
| 3M | -45.6% | -4.4% | -41.2% | -45.7% |
| 6M | +117.2% | -3.7% | +120.9% | +119.2% |
| YTD | +189.8% | +1.3% | +188.6% | +173.5% |
| 1Y | +317.7% | -14.0% | +331.8% | +362.7% |
| 3Y | +478.6% | +48.1% | +430.5% | +211.6% |
| All | +478.6% | +49.3% | +429.3% | +211.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling