+4,921.3%
SOXL vs VICR
+1,679.8%
+3,241.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +11.2% | -5.9% | -4.1% |
| 7D | +3.9% | +5.0% | -1.1% | -0.8% |
| 30D | -14.3% | -12.5% | -1.8% | -4.5% |
| 3M | -45.6% | -33.6% | -12.0% | -18.4% |
| 6M | +117.2% | +10.7% | +106.5% | +122.9% |
| YTD | +189.8% | +80.6% | +109.3% | +97.7% |
| 1Y | +317.7% | +288.4% | +29.4% | +41.1% |
| 3Y | +478.6% | +213.8% | +264.8% | +113.7% |
| 5Y | +169.5% | +58.8% | +110.7% | +43.9% |
| All | +4,921.3% | +1,679.8% | +3,241.5% | +632.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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