+185.1%
SOXL vs VSXY
+33.4%
+151.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.1% | -5.0% | -6.3% |
| 7D | +8.5% | -0.3% | +8.8% | +8.8% |
| 30D | -13.0% | -22.1% | +9.1% | -1.6% |
| 3M | -35.9% | -1.1% | -34.8% | -37.1% |
| 6M | +112.1% | +53.8% | +58.2% | +56.4% |
| YTD | +175.4% | +35.5% | +139.9% | +113.6% |
| 1Y | +304.9% | +186.0% | +118.9% | +103.3% |
| 3Y | +448.6% | +343.2% | +105.4% | +67.6% |
| 5Y | +156.1% | +19.0% | +137.1% | +83.0% |
| All | +185.1% | +33.4% | +151.7% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling