+4,921.3%
SOXL vs VIVK
-100.0%
+5,021.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -7.4% | +12.6% | +5.3% |
| 7D | +3.9% | -4.4% | +8.2% | +3.9% |
| 30D | -14.3% | -40.8% | +26.5% | -13.8% |
| 3M | -45.6% | -94.1% | +48.5% | -44.1% |
| 6M | +117.2% | -98.2% | +215.4% | +125.2% |
| YTD | +189.8% | -98.0% | +287.9% | +196.0% |
| 1Y | +317.7% | -100.0% | +417.7% | +351.4% |
| 3Y | +478.6% | -100.0% | +578.6% | +514.7% |
| 5Y | +169.5% | -100.0% | +269.5% | +187.6% |
| All | +4,921.3% | -100.0% | +5,021.3% | +4,586.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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