+478.6%
SOXL vs VRSK
-26.5%
+505.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.4% |
| 7D | +3.9% | -5.2% | +9.0% | +0.3% |
| 30D | -14.3% | -2.3% | -12.0% | -14.9% |
| 3M | -45.6% | -2.9% | -42.7% | -44.7% |
| 6M | +117.2% | -12.8% | +130.0% | +123.8% |
| YTD | +189.8% | -20.8% | +210.7% | +197.7% |
| 1Y | +317.7% | -33.2% | +351.0% | +346.1% |
| 3Y | +478.6% | -26.6% | +505.2% | +489.8% |
| All | +478.6% | -26.5% | +505.1% | +489.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling