+4,147.3%
SOXL vs VST
+1,196.4%
+2,950.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +3.6% |
| 7D | +16.4% | +9.9% | +6.5% | +6.6% |
| 30D | -12.1% | +7.9% | -20.0% | -17.9% |
| 3M | -41.7% | +3.4% | -45.1% | -40.8% |
| 6M | +157.4% | -4.1% | +161.5% | +183.7% |
| YTD | +193.3% | -5.7% | +199.0% | +228.0% |
| 1Y | +355.3% | -18.9% | +374.2% | +489.9% |
| 3Y | +484.2% | +359.1% | +125.1% | +61.6% |
| 5Y | +182.7% | +766.9% | -584.2% | -52.2% |
| All | +4,147.3% | +1,196.4% | +2,950.9% | +437.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling