+9,612.4%
SOXL vs V
+2,013.1%
+7,599.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.3% | -12.3% | -13.3% |
| 7D | +26.9% | +0.9% | +25.9% | +24.5% |
| 30D | -47.2% | +9.0% | -56.2% | -55.6% |
| 3M | -59.9% | +16.7% | -76.6% | -71.3% |
| 6M | -68.3% | +33.4% | -101.7% | -84.5% |
| YTD | +38.8% | +22.4% | +16.5% | -23.2% |
| 1Y | +48.8% | +27.7% | +21.1% | -24.9% |
| 3Y | +196.5% | +78.0% | +118.5% | -18.3% |
| 5Y | -5.0% | +108.5% | -113.6% | -75.1% |
| 10Y | +1,914.5% | +459.0% | +1,455.5% | +86.2% |
| All | +9,612.4% | +2,013.1% | +7,599.3% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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