+449.8%
SOXL vs VMC
+17.8%
+432.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.3% | -8.4% |
| 7D | +8.5% | -3.7% | +12.2% | +14.1% |
| 30D | -13.0% | -12.8% | -0.2% | +5.0% |
| 3M | -35.9% | -7.9% | -28.0% | -32.5% |
| 6M | +112.1% | -7.5% | +119.6% | +124.0% |
| YTD | +175.4% | -11.6% | +187.1% | +202.7% |
| 1Y | +304.9% | -14.3% | +319.1% | +366.5% |
| All | +449.8% | +17.8% | +432.1% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling