+4,921.3%
SOXL vs VZ
+67.5%
+4,853.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +4.0% | +4.8% |
| 7D | +3.9% | +0.9% | +2.9% | +3.6% |
| 30D | -14.3% | +7.7% | -22.0% | -16.6% |
| 3M | -45.6% | +9.7% | -55.3% | -48.3% |
| 6M | +117.2% | +3.1% | +114.1% | +110.8% |
| YTD | +189.8% | +30.5% | +159.3% | +142.5% |
| 1Y | +317.7% | +22.5% | +295.3% | +259.0% |
| 3Y | +478.6% | +82.4% | +396.3% | +216.4% |
| 5Y | +169.5% | +28.0% | +141.5% | +106.0% |
| All | +4,921.3% | +67.5% | +4,853.8% | +3,456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 VZ 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