+4,921.3%
SOXL vs VO
+200.3%
+4,721.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +2.1% |
| 7D | +3.9% | -1.5% | +5.4% | +10.6% |
| 30D | -14.3% | -3.0% | -11.3% | -2.3% |
| 3M | -45.6% | +2.8% | -48.4% | -48.7% |
| 6M | +117.2% | +10.9% | +106.3% | +70.1% |
| YTD | +189.8% | +12.5% | +177.4% | +122.2% |
| 1Y | +317.7% | +12.0% | +305.8% | +242.4% |
| 3Y | +478.6% | +56.3% | +422.3% | +105.4% |
| 5Y | +169.5% | +42.9% | +126.6% | +148.2% |
| All | +4,921.3% | +200.3% | +4,721.0% | +947.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling