+4,921.3%
SOXL vs VTR
+99.2%
+4,822.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.6% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | -14.3% | +1.1% | -15.4% | -15.3% |
| 3M | -45.6% | +7.9% | -53.5% | -51.2% |
| 6M | +117.2% | +6.2% | +111.0% | +91.8% |
| YTD | +189.8% | +17.7% | +172.1% | +135.9% |
| 1Y | +317.7% | +32.9% | +284.8% | +203.4% |
| 3Y | +478.6% | +129.7% | +348.9% | +158.1% |
| 5Y | +169.5% | +89.3% | +80.2% | +48.5% |
| All | +4,921.3% | +99.2% | +4,822.1% | +1,925.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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