+3,940.9%
SOXL vs VST
+1,175.7%
+2,765.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +6.5% |
| 7D | +5.3% | +8.9% | -3.6% | -2.8% |
| 30D | -11.2% | +6.2% | -17.4% | -15.9% |
| 3M | -55.4% | -2.7% | -52.6% | -51.6% |
| 6M | +107.1% | -8.4% | +115.5% | +138.7% |
| YTD | +179.0% | -7.2% | +186.2% | +216.7% |
| 1Y | +357.4% | -20.9% | +378.3% | +506.1% |
| 3Y | +397.5% | +384.0% | +13.5% | +31.1% |
| 5Y | +155.9% | +757.1% | -601.2% | -56.3% |
| All | +3,940.9% | +1,175.7% | +2,765.2% | +419.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling