+2,180.9%
SOXL vs USFD
+375.5%
+1,805.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.1% | +17.9% | +17.9% |
| 7D | -1.0% | -0.2% | -0.8% | +1.1% |
| 30D | -48.6% | +12.3% | -60.9% | -54.6% |
| 3M | -50.3% | -0.7% | -49.6% | -51.0% |
| 6M | -65.3% | +31.3% | -96.6% | -75.3% |
| YTD | +57.2% | +45.7% | +11.5% | -1.4% |
| 1Y | +58.0% | +52.1% | +5.9% | -4.9% |
| 3Y | +226.2% | +158.2% | +68.0% | +26.5% |
| 5Y | +10.5% | +213.8% | -203.3% | -58.0% |
| 10Y | +2,180.9% | +367.0% | +1,813.8% | +549.3% |
| All | +2,180.9% | +375.5% | +1,805.3% | +549.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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