+20,848.2%
SOXL vs VIG
+592.3%
+20,255.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +4.4% |
| 7D | +18.4% | -1.2% | +19.5% | +23.8% |
| 30D | -3.2% | -2.8% | -0.3% | +8.2% |
| 3M | -37.6% | +2.5% | -40.1% | -43.1% |
| 6M | +136.1% | +8.1% | +128.0% | +84.7% |
| YTD | +199.5% | +9.6% | +189.9% | +128.4% |
| 1Y | +363.2% | +14.2% | +349.1% | +213.5% |
| 3Y | +496.5% | +56.1% | +440.4% | +72.2% |
| 5Y | +184.8% | +62.8% | +122.0% | +19.9% |
| 10Y | +5,399.0% | +248.2% | +5,150.8% | +186.8% |
| All | +20,848.2% | +592.3% | +20,255.9% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling