+3,151.3%
SOXL vs USFD
+353.0%
+2,798.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -23.3% | +8.4% | -31.7% | -28.5% |
| 30D | -59.9% | +12.7% | -72.6% | -64.7% |
| 3M | -56.8% | +1.1% | -58.0% | -58.1% |
| 6M | -68.3% | +30.2% | -98.5% | -77.2% |
| YTD | +33.5% | +45.8% | -12.4% | -16.2% |
| 1Y | +24.8% | +51.9% | -27.2% | -24.7% |
| 3Y | +177.0% | +158.5% | +18.5% | +7.7% |
| 5Y | -0.2% | +208.0% | -208.3% | -61.4% |
| 10Y | +2,054.9% | +376.6% | +1,678.3% | +514.2% |
| All | +3,151.3% | +353.0% | +2,798.3% | +840.3% |
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 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