+4,921.3%
SOXL vs VWO
+117.1%
+4,804.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +2.7% |
| 7D | +3.9% | -1.8% | +5.6% | +11.2% |
| 30D | -14.3% | -0.1% | -14.2% | -13.0% |
| 3M | -45.6% | +2.2% | -47.9% | -42.4% |
| 6M | +117.2% | +8.8% | +108.4% | +113.0% |
| YTD | +189.8% | +12.4% | +177.4% | +166.4% |
| 1Y | +317.7% | +15.6% | +302.2% | +273.7% |
| 3Y | +478.6% | +62.5% | +416.1% | +125.0% |
| 5Y | +169.5% | +34.3% | +135.2% | +184.1% |
| All | +4,921.3% | +117.1% | +4,804.2% | +3,642.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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