+182.7%
SOXL vs VST
+784.9%
-602.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +3.4% |
| 7D | +16.4% | +9.9% | +6.5% | +5.7% |
| 30D | -12.1% | +7.9% | -20.0% | -18.5% |
| 3M | -41.7% | +3.4% | -45.1% | -40.9% |
| 6M | +157.4% | -4.1% | +161.5% | +184.7% |
| YTD | +193.3% | -5.7% | +199.0% | +228.6% |
| 1Y | +355.3% | -18.9% | +374.2% | +496.7% |
| 3Y | +484.2% | +359.1% | +125.1% | +17.7% |
| 5Y | +182.7% | +766.9% | -584.2% | -65.3% |
| All | +182.7% | +784.9% | -602.2% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling