+177.0%
SOXL vs USFD
+163.9%
+13.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -23.3% | +8.4% | -31.7% | -27.9% |
| 30D | -59.9% | +12.7% | -72.6% | -64.6% |
| 3M | -56.8% | +1.1% | -58.0% | -57.7% |
| 6M | -68.3% | +30.2% | -98.5% | -78.5% |
| YTD | +33.5% | +45.8% | -12.4% | -29.8% |
| 1Y | +24.8% | +51.9% | -27.2% | -39.0% |
| 3Y | +177.0% | +158.5% | +18.5% | -21.7% |
| All | +177.0% | +163.9% | +13.1% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling