+4,671.5%
SOXL vs THC
+1,021.1%
+3,650.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.1% | -5.9% | -6.9% |
| 7D | +8.5% | 0.0% | +8.5% | +8.5% |
| 30D | -13.0% | +1.5% | -14.5% | -14.0% |
| 3M | -35.9% | +59.9% | -95.8% | -53.9% |
| 6M | +112.1% | +11.0% | +101.1% | +86.4% |
| YTD | +175.4% | +32.6% | +142.8% | +116.2% |
| 1Y | +304.9% | +37.4% | +267.5% | +210.0% |
| 3Y | +448.6% | +252.5% | +196.0% | +145.6% |
| 5Y | +156.1% | +262.3% | -106.2% | +18.0% |
| All | +4,671.5% | +1,021.1% | +3,650.4% | +1,157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling