+446.4%
SOXL vs VST
+366.0%
+80.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +6.3% |
| 7D | +5.3% | +8.9% | -3.6% | -3.3% |
| 30D | -11.2% | +6.2% | -17.4% | -16.2% |
| 3M | -55.4% | -2.7% | -52.6% | -51.4% |
| 6M | +107.1% | -8.4% | +115.5% | +139.6% |
| YTD | +179.0% | -7.2% | +186.2% | +217.0% |
| 1Y | +357.4% | -20.9% | +378.3% | +510.0% |
| All | +446.4% | +366.0% | +80.4% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling