+357.4%
SOXL vs VRSK
-30.3%
+387.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.4% | +6.5% |
| 7D | +5.3% | -3.1% | +8.5% | +1.2% |
| 30D | -11.2% | -1.6% | -9.6% | -12.5% |
| 3M | -55.4% | +3.5% | -58.9% | -49.0% |
| 6M | +107.1% | -13.4% | +120.5% | +122.0% |
| YTD | +179.0% | -16.5% | +195.5% | +179.7% |
| 1Y | +357.4% | -30.6% | +387.9% | +317.4% |
| All | +357.4% | -30.3% | +387.6% | +317.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling