+156.1%
SOXL vs VLO
+600.5%
-444.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -7.4% |
| 7D | +8.5% | +4.0% | +4.5% | +5.8% |
| 30D | -13.0% | +19.0% | -32.0% | -22.7% |
| 3M | -35.9% | +50.0% | -85.9% | -52.4% |
| 6M | +112.1% | +79.1% | +32.9% | +30.8% |
| YTD | +175.4% | +140.3% | +35.2% | +29.6% |
| 1Y | +304.9% | +148.3% | +156.5% | +85.0% |
| 3Y | +448.6% | +194.6% | +253.9% | +117.8% |
| 5Y | +156.1% | +609.6% | -453.5% | -39.8% |
| All | +156.1% | +600.5% | -444.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 5y: compounded portfolio wealth divided by compounded VLO 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…
5y analysis · Full analysis span regression · 6 months rolling