+1,041.3%
SOXL vs VRT
+2,725.9%
-1,684.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.4% | +5.5% | +5.1% |
| 7D | +5.3% | +9.1% | -3.8% | -4.3% |
| 30D | -11.2% | +0.9% | -12.1% | -11.1% |
| 3M | -55.4% | -13.4% | -42.0% | -40.3% |
| 6M | +107.1% | +11.7% | +95.4% | +121.0% |
| YTD | +179.0% | +73.2% | +105.8% | +85.3% |
| 1Y | +357.4% | +123.4% | +233.9% | +141.0% |
| 3Y | +397.5% | +606.2% | -208.7% | -9.4% |
| 5Y | +155.9% | +899.9% | -744.0% | -70.6% |
| All | +1,041.3% | +2,725.9% | -1,684.6% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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