+162.3%
SOXL vs VMC
+47.0%
+115.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +3.7% |
| 7D | +3.9% | -3.8% | +7.6% | +10.7% |
| 30D | -14.3% | -9.7% | -4.6% | +2.1% |
| 3M | -45.6% | -9.6% | -36.0% | -40.1% |
| 6M | +117.2% | -4.8% | +122.0% | +120.1% |
| YTD | +189.8% | -10.9% | +200.7% | +221.2% |
| 1Y | +317.7% | -15.6% | +333.3% | +413.5% |
| 3Y | +478.6% | +19.3% | +459.3% | +256.6% |
| All | +162.3% | +47.0% | +115.3% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling