+20,415.5%
SOXL vs VMC
+559.5%
+19,856.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +7.2% |
| 7D | +16.4% | -0.5% | +16.9% | +17.1% |
| 30D | -12.1% | -9.1% | -3.0% | -1.4% |
| 3M | -41.7% | -4.1% | -37.6% | -41.0% |
| 6M | +157.4% | -5.5% | +162.9% | +169.2% |
| YTD | +193.3% | -8.9% | +202.2% | +219.0% |
| 1Y | +355.3% | -12.9% | +368.3% | +424.5% |
| 3Y | +484.2% | +22.1% | +462.0% | +386.2% |
| 5Y | +182.7% | +52.7% | +129.9% | +121.6% |
| 10Y | +4,692.2% | +152.7% | +4,539.5% | +2,143.6% |
| All | +20,415.5% | +559.5% | +19,856.0% | +4,220.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling