+2,180.9%
SOXL vs VT
+224.4%
+1,956.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +1.1% | +16.6% | +12.2% |
| 7D | -1.0% | -0.7% | -0.3% | +13.3% |
| 30D | -48.6% | -1.7% | -46.8% | -35.7% |
| 3M | -50.3% | -2.3% | -48.0% | -34.2% |
| 6M | -65.3% | +1.5% | -66.8% | -52.9% |
| YTD | +57.2% | +12.0% | +45.2% | +52.7% |
| 1Y | +58.0% | +12.9% | +45.2% | +54.2% |
| 3Y | +226.2% | +74.9% | +151.3% | -15.9% |
| 5Y | +10.5% | +59.9% | -49.4% | -18.0% |
| 10Y | +2,180.9% | +224.6% | +1,956.2% | +193.6% |
| All | +2,180.9% | +224.4% | +1,956.5% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling