+20,174.1%
SOXL vs VRSK
+548.2%
+19,625.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.0% |
| 7D | +3.9% | -5.2% | +9.0% | +10.2% |
| 30D | -14.3% | -2.3% | -12.0% | -14.3% |
| 3M | -45.6% | -2.9% | -42.7% | -53.1% |
| 6M | +117.2% | -12.8% | +130.0% | +95.9% |
| YTD | +189.8% | -20.8% | +210.7% | +185.8% |
| 1Y | +317.7% | -33.2% | +351.0% | +394.7% |
| 3Y | +478.6% | -26.6% | +505.2% | +390.0% |
| 5Y | +169.5% | -11.3% | +180.8% | +87.5% |
| 10Y | +5,222.1% | +126.1% | +5,095.9% | +1,126.5% |
| All | +20,174.1% | +548.2% | +19,625.9% | +909.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling