+55.9%
SOXL vs VST
-35.7%
+91.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -13.8% | +5.0% | +8.4% |
| 7D | -37.9% | -15.7% | -22.2% | -23.1% |
| 30D | -59.4% | -17.0% | -42.4% | -48.5% |
| 3M | -52.3% | -15.9% | -36.4% | -39.5% |
| 6M | -47.7% | -25.0% | -22.7% | -19.8% |
| YTD | +58.8% | -25.1% | +83.9% | +134.8% |
| 1Y | +55.9% | -34.9% | +90.8% | +181.7% |
| All | +55.9% | -35.7% | +91.6% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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