+317.7%
SOXL vs VYM
+18.4%
+299.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +1.0% |
| 7D | +3.9% | -0.8% | +4.7% | +9.2% |
| 30D | -14.3% | -2.2% | -12.1% | -1.8% |
| 3M | -45.6% | +3.1% | -48.7% | -55.7% |
| 6M | +117.2% | +9.7% | +107.5% | +33.8% |
| YTD | +189.8% | +14.9% | +174.9% | +43.1% |
| 1Y | +317.7% | +17.6% | +300.2% | +84.5% |
| All | +317.7% | +18.4% | +299.3% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling