+1,485.0%
SOXL vs VST
+968.1%
+516.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +10.6% | +1.9% | +2.2% |
| 7D | -40.3% | -9.8% | -30.5% | -32.2% |
| 30D | -71.1% | -25.1% | -45.9% | -59.6% |
| 3M | -65.2% | -11.6% | -53.7% | -58.6% |
| 6M | -72.3% | -20.9% | -51.3% | -61.1% |
| YTD | +9.4% | -22.3% | +31.7% | +55.3% |
| 1Y | +7.0% | -32.0% | +39.0% | +71.6% |
| 3Y | +156.4% | +262.4% | -106.0% | -6.4% |
| 5Y | -22.2% | +563.4% | -585.5% | -82.1% |
| 10Y | +1,682.4% | +1,120.7% | +561.7% | +183.0% |
| All | +1,485.0% | +968.1% | +516.8% | +154.5% |
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