+19,418.6%
SOXL vs THC
+1,138.6%
+18,280.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.5% |
| 7D | +5.3% | -0.7% | +6.0% | +5.7% |
| 30D | -11.2% | +1.3% | -12.5% | -12.1% |
| 3M | -55.4% | +64.2% | -119.6% | -68.6% |
| 6M | +107.1% | +8.3% | +98.9% | +84.3% |
| YTD | +179.0% | +33.4% | +145.7% | +117.3% |
| 1Y | +357.4% | +37.7% | +319.7% | +247.8% |
| 3Y | +397.5% | +236.8% | +160.7% | +126.2% |
| 5Y | +155.9% | +249.3% | -93.4% | +19.2% |
| 10Y | +4,301.6% | +995.2% | +3,306.3% | +802.7% |
| All | +19,418.6% | +1,138.6% | +18,280.0% | +3,887.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling