+20,415.5%
SOXL vs VLO
+3,380.7%
+17,034.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +2.2% |
| 7D | +16.4% | +5.8% | +10.6% | +10.8% |
| 30D | -12.1% | +28.3% | -40.4% | -30.3% |
| 3M | -41.7% | +48.7% | -90.4% | -60.5% |
| 6M | +157.4% | +71.9% | +85.5% | +43.3% |
| YTD | +193.3% | +138.7% | +54.6% | +17.2% |
| 1Y | +355.3% | +148.5% | +206.9% | +74.5% |
| 3Y | +484.2% | +192.7% | +291.5% | +96.0% |
| 5Y | +182.7% | +601.6% | -419.0% | -62.0% |
| 10Y | +4,692.2% | +900.2% | +3,792.1% | +346.4% |
| All | +20,415.5% | +3,380.7% | +17,034.8% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling