+10,813.1%
SOXL vs THC
+1,240.5%
+9,572.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.4% |
| 7D | +60.3% | +0.1% | +60.2% | +60.5% |
| 30D | -48.6% | +7.5% | -56.1% | -50.9% |
| 3M | -53.9% | +7.5% | -61.4% | -56.2% |
| 6M | -62.0% | +46.4% | -108.4% | -71.8% |
| YTD | +56.0% | +44.4% | +11.7% | +15.5% |
| 1Y | +50.0% | +43.4% | +6.6% | +11.8% |
| 3Y | +223.8% | +433.3% | -209.5% | +13.3% |
| 5Y | +6.7% | +262.5% | -255.8% | -51.5% |
| 10Y | +2,163.6% | +1,871.5% | +292.0% | +245.9% |
| All | +10,813.1% | +1,240.5% | +9,572.6% | +2,018.4% |
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