+2,202.2%
SOXL vs VST
+1,153.0%
+1,049.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.5% |
| 7D | +60.3% | +19.2% | +41.2% | +36.8% |
| 30D | -48.6% | -17.2% | -31.5% | -34.4% |
| 3M | -53.9% | -8.1% | -45.7% | -46.5% |
| 6M | -62.0% | -8.1% | -53.9% | -53.1% |
| YTD | +56.0% | -16.3% | +72.3% | +108.0% |
| 1Y | +50.0% | -24.1% | +74.1% | +119.7% |
| 3Y | +223.8% | +300.2% | -76.4% | +7.5% |
| 5Y | +6.7% | +645.9% | -639.2% | -78.0% |
| All | +2,202.2% | +1,153.0% | +1,049.1% | +248.6% |
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