+5,399.0%
SOXL vs USFD
+306.5%
+5,092.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.6% | +7.3% |
| 7D | +18.4% | -7.0% | +25.4% | +26.3% |
| 30D | -3.2% | -10.3% | +7.1% | +6.8% |
| 3M | -37.6% | +9.2% | -46.8% | -45.5% |
| 6M | +136.1% | +7.4% | +128.7% | +107.6% |
| YTD | +199.5% | +29.4% | +170.1% | +113.3% |
| 1Y | +363.2% | +24.8% | +338.4% | +239.1% |
| 3Y | +496.5% | +150.0% | +346.5% | +141.0% |
| 5Y | +184.8% | +195.5% | -10.7% | +16.3% |
| 10Y | +5,399.0% | +315.7% | +5,083.2% | +1,482.4% |
| All | +5,399.0% | +306.5% | +5,092.4% | +1,482.4% |
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