+162.3%
SOXL vs VALE
+40.3%
+122.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.6% | +5.6% |
| 7D | +3.9% | -0.3% | +4.1% | +4.3% |
| 30D | -14.3% | +8.6% | -22.9% | -21.8% |
| 3M | -45.6% | +2.0% | -47.6% | -45.9% |
| 6M | +117.2% | +2.1% | +115.1% | +124.2% |
| YTD | +189.8% | +20.2% | +169.6% | +160.3% |
| 1Y | +317.7% | +55.2% | +262.6% | +201.1% |
| 3Y | +478.6% | +45.9% | +432.7% | +350.0% |
| All | +162.3% | +40.3% | +122.0% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling