+449.8%
SOXL vs VSH
+33.8%
+416.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -6.6% |
| 7D | +8.5% | +3.1% | +5.4% | +3.8% |
| 30D | -13.0% | -5.7% | -7.3% | -3.7% |
| 3M | -35.9% | -42.5% | +6.5% | +67.6% |
| 6M | +112.1% | +82.7% | +29.4% | -4.7% |
| YTD | +175.4% | +118.2% | +57.2% | -5.5% |
| 1Y | +304.9% | +109.7% | +195.2% | +53.3% |
| All | +449.8% | +33.8% | +416.0% | +495.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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