+6,697.4%
SOXL vs USFD
+329.0%
+6,368.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +10.2% |
| 7D | +5.3% | -3.0% | +8.3% | +8.1% |
| 30D | -11.2% | +3.5% | -14.7% | -14.4% |
| 3M | -55.4% | +26.6% | -81.9% | -66.5% |
| 6M | +107.1% | +11.7% | +95.4% | +77.1% |
| YTD | +179.0% | +38.1% | +140.9% | +87.9% |
| 1Y | +357.4% | +33.4% | +324.0% | +216.4% |
| 3Y | +397.5% | +155.8% | +241.6% | +98.5% |
| 5Y | +155.9% | +214.0% | -58.1% | -0.5% |
| 10Y | +4,301.6% | +320.4% | +3,981.2% | +1,268.7% |
| All | +6,697.4% | +329.0% | +6,368.4% | +2,009.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling