+4,921.3%
SOXL vs VUG
+424.7%
+4,496.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +1.6% |
| 7D | +3.9% | -0.5% | +4.4% | +6.0% |
| 30D | -14.3% | -1.0% | -13.4% | -10.5% |
| 3M | -45.6% | +3.5% | -49.1% | -47.0% |
| 6M | +117.2% | +14.2% | +103.0% | +65.2% |
| YTD | +189.8% | +8.5% | +181.3% | +177.9% |
| 1Y | +317.7% | +12.9% | +304.9% | +276.7% |
| 3Y | +478.6% | +85.6% | +393.0% | +51.2% |
| 5Y | +169.5% | +78.1% | +91.4% | +63.0% |
| All | +4,921.3% | +424.7% | +4,496.5% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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