+182.7%
SOXL vs USFD
+214.9%
-32.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +6.4% |
| 7D | +16.4% | -3.3% | +19.7% | +21.9% |
| 30D | -12.1% | -5.3% | -6.8% | -5.3% |
| 3M | -41.7% | +18.8% | -60.5% | -58.3% |
| 6M | +157.4% | +14.3% | +143.1% | +91.8% |
| YTD | +193.3% | +36.9% | +156.4% | +52.5% |
| 1Y | +355.3% | +31.7% | +323.6% | +147.0% |
| 3Y | +484.2% | +164.5% | +319.7% | +5.1% |
| 5Y | +182.7% | +212.6% | -29.9% | -52.1% |
| All | +182.7% | +214.9% | -32.2% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling