+478.6%
SOXL vs VWO
+62.9%
+415.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +1.9% |
| 7D | +3.9% | -1.8% | +5.6% | +13.5% |
| 30D | -14.3% | -0.1% | -14.2% | -12.8% |
| 3M | -45.6% | +2.2% | -47.9% | -42.5% |
| 6M | +117.2% | +8.8% | +108.4% | +103.9% |
| YTD | +189.8% | +12.4% | +177.4% | +148.0% |
| 1Y | +317.7% | +15.6% | +302.2% | +242.3% |
| 3Y | +478.6% | +62.5% | +416.1% | +57.1% |
| All | +478.6% | +62.9% | +415.7% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling