+3,282.4%
SOXL vs USFD
+347.2%
+2,935.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -11.2% |
| 7D | +26.9% | +1.7% | +25.2% | +25.4% |
| 30D | -47.2% | +10.2% | -57.4% | -52.6% |
| 3M | -59.9% | -1.5% | -58.4% | -60.1% |
| 6M | -68.3% | +27.3% | -95.7% | -76.7% |
| YTD | +38.8% | +44.0% | -5.1% | -11.8% |
| 1Y | +48.8% | +50.4% | -1.6% | -9.5% |
| 3Y | +196.5% | +153.6% | +42.9% | +17.4% |
| 5Y | -5.0% | +219.0% | -224.0% | -64.0% |
| 10Y | +1,914.5% | +361.5% | +1,553.1% | +487.9% |
| All | +3,282.4% | +347.2% | +2,935.1% | +889.7% |
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 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