+357.4%
SOXL vs VALE
+60.7%
+296.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.1% | +10.3% |
| 7D | +5.3% | +1.6% | +3.7% | +1.8% |
| 30D | -11.2% | +5.1% | -16.3% | -20.3% |
| 3M | -55.4% | -0.4% | -54.9% | -53.4% |
| 6M | +107.1% | -2.2% | +109.3% | +124.4% |
| YTD | +179.0% | +20.5% | +158.5% | +108.0% |
| 1Y | +357.4% | +61.2% | +296.2% | +78.9% |
| All | +357.4% | +60.7% | +296.7% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling