+20,848.2%
SOXL vs VALE
+41.7%
+20,806.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.8% |
| 7D | +18.4% | -1.8% | +20.2% | +20.2% |
| 30D | -3.2% | +6.7% | -9.8% | -9.0% |
| 3M | -37.6% | +4.9% | -42.5% | -38.9% |
| 6M | +136.1% | +3.6% | +132.5% | +140.3% |
| YTD | +199.5% | +21.9% | +177.6% | +169.1% |
| 1Y | +363.2% | +61.6% | +301.7% | +233.5% |
| 3Y | +496.5% | +52.1% | +444.3% | +379.8% |
| 5Y | +184.8% | +43.2% | +141.6% | +126.1% |
| 10Y | +5,399.0% | +521.5% | +4,877.5% | +1,616.6% |
| All | +20,848.2% | +41.7% | +20,806.5% | +31,313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling