+4,921.3%
SOXL vs VIG
+250.0%
+4,671.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +2.1% |
| 7D | +3.9% | -1.1% | +4.9% | +8.9% |
| 30D | -14.3% | -2.7% | -11.6% | -4.0% |
| 3M | -45.6% | +2.5% | -48.2% | -51.3% |
| 6M | +117.2% | +9.2% | +108.0% | +61.1% |
| YTD | +189.8% | +9.8% | +180.0% | +116.5% |
| 1Y | +317.7% | +12.4% | +305.4% | +197.7% |
| 3Y | +478.6% | +55.9% | +422.7% | +60.9% |
| 5Y | +169.5% | +63.9% | +105.6% | +5.4% |
| All | +4,921.3% | +250.0% | +4,671.3% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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