+357.4%
SOXL vs VFC
-6.8%
+364.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +8.3% |
| 7D | +5.3% | -1.6% | +6.9% | +6.6% |
| 30D | -11.2% | -11.6% | +0.4% | -4.0% |
| 3M | -55.4% | -18.1% | -37.3% | -49.7% |
| 6M | +107.1% | -27.4% | +134.5% | +148.0% |
| YTD | +179.0% | -24.8% | +203.9% | +224.5% |
| 1Y | +357.4% | -8.2% | +365.6% | +349.6% |
| All | +357.4% | -6.8% | +364.2% | +349.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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