+455.8%
SOXL vs USFD
+165.3%
+290.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +10.2% |
| 7D | +5.3% | -3.0% | +8.3% | +8.3% |
| 30D | -11.2% | +3.5% | -14.7% | -14.6% |
| 3M | -55.4% | +26.6% | -81.9% | -68.6% |
| 6M | +107.1% | +11.7% | +95.4% | +72.3% |
| YTD | +179.0% | +38.1% | +140.9% | +60.3% |
| 1Y | +357.4% | +33.4% | +324.0% | +172.4% |
| All | +455.8% | +165.3% | +290.4% | +70.3% |
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 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