+20,415.5%
SOXL vs VFC
+8.0%
+20,407.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +7.0% |
| 7D | +16.4% | +0.8% | +15.6% | +15.5% |
| 30D | -12.1% | -11.9% | -0.2% | -0.8% |
| 3M | -41.7% | -20.2% | -21.5% | -29.4% |
| 6M | +157.4% | -23.0% | +180.4% | +222.0% |
| YTD | +193.3% | -26.2% | +219.5% | +277.3% |
| 1Y | +355.3% | -13.3% | +368.7% | +377.5% |
| 3Y | +484.2% | -25.5% | +509.6% | +346.9% |
| 5Y | +182.7% | -78.1% | +260.8% | +1,136.5% |
| 10Y | +4,692.2% | -68.8% | +4,761.0% | +13,568.1% |
| All | +20,415.5% | +8.0% | +20,407.5% | +7,461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling