+156.1%
SOXL vs VFC
-79.4%
+235.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.5% | -6.8% |
| 7D | +8.5% | -3.3% | +11.7% | +11.4% |
| 30D | -13.0% | -14.0% | +1.1% | -2.5% |
| 3M | -35.9% | -22.6% | -13.4% | -23.4% |
| 6M | +112.1% | -24.7% | +136.8% | +159.7% |
| YTD | +175.4% | -29.0% | +204.4% | +249.6% |
| 1Y | +304.9% | -13.8% | +318.7% | +331.1% |
| 3Y | +448.6% | -28.2% | +476.8% | +434.5% |
| 5Y | +156.1% | -79.0% | +235.1% | +1,946.2% |
| All | +156.1% | -79.4% | +235.5% | +1,946.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling