+20,848.2%
SOXL vs PHM
+1,135.4%
+19,712.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +3.1% |
| 7D | +18.4% | -3.9% | +22.2% | +22.9% |
| 30D | -3.2% | -8.6% | +5.4% | +5.0% |
| 3M | -37.6% | -2.9% | -34.7% | -37.8% |
| 6M | +136.1% | -5.7% | +141.8% | +145.4% |
| YTD | +199.5% | +1.9% | +197.6% | +183.3% |
| 1Y | +363.2% | -12.3% | +375.6% | +405.5% |
| 3Y | +496.5% | +50.8% | +445.7% | +267.7% |
| 5Y | +184.8% | +157.3% | +27.5% | +20.7% |
| 10Y | +5,399.0% | +566.5% | +4,832.4% | +975.1% |
| All | +20,848.2% | +1,135.4% | +19,712.8% | +2,761.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling