+1,924.8%
SOXL vs VST
+1,219.3%
+705.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +7.3% | +14.9% | +15.1% |
| 7D | -17.6% | -0.5% | -17.0% | -14.3% |
| 30D | -59.8% | -17.1% | -42.7% | -48.7% |
| 3M | -59.9% | -4.6% | -55.3% | -55.3% |
| 6M | -68.2% | -9.1% | -59.2% | -60.3% |
| YTD | +33.8% | -16.6% | +50.4% | +78.9% |
| 1Y | +34.7% | -29.5% | +64.2% | +110.7% |
| 3Y | +211.0% | +297.5% | -86.5% | +3.4% |
| 5Y | -8.6% | +654.5% | -663.1% | -81.4% |
| 10Y | +1,924.8% | +1,205.2% | +719.6% | +180.7% |
| All | +1,924.8% | +1,219.3% | +705.5% | +180.7% |
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