+4,921.3%
SOXL vs VFC
-69.1%
+4,990.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.9% | +1.3% |
| 7D | +3.9% | -1.4% | +5.3% | +5.1% |
| 30D | -14.3% | -9.0% | -5.3% | -7.1% |
| 3M | -45.6% | -24.2% | -21.4% | -32.6% |
| 6M | +117.2% | -18.5% | +135.7% | +154.7% |
| YTD | +189.8% | -25.9% | +215.7% | +265.1% |
| 1Y | +317.7% | -13.0% | +330.7% | +340.1% |
| 3Y | +478.6% | -20.3% | +499.0% | +348.4% |
| 5Y | +169.5% | -78.1% | +247.6% | +1,102.6% |
| All | +4,921.3% | -69.1% | +4,990.4% | +23,724.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling