+497.9%
SOXL vs THC
+258.2%
+239.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +0.3% |
| 7D | +18.4% | +4.1% | +14.3% | +16.0% |
| 30D | -3.2% | +3.5% | -6.7% | -5.2% |
| 3M | -37.6% | +61.7% | -99.3% | -55.9% |
| 6M | +136.1% | +11.8% | +124.2% | +114.3% |
| YTD | +199.5% | +35.4% | +164.1% | +133.0% |
| 1Y | +363.2% | +37.0% | +326.2% | +252.7% |
| All | +497.9% | +258.2% | +239.7% | +153.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling