+162.3%
SOXL vs VSXY
+22.6%
+139.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.2% | +3.4% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -14.3% | -18.7% | +4.4% | -4.7% |
| 3M | -45.6% | -4.0% | -41.6% | -46.0% |
| 6M | +117.2% | +67.5% | +49.7% | +48.7% |
| YTD | +189.8% | +39.7% | +150.2% | +115.8% |
| 1Y | +317.7% | +180.0% | +137.8% | +100.1% |
| 3Y | +478.6% | +337.3% | +141.3% | +53.1% |
| All | +162.3% | +22.6% | +139.6% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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