+14,546.7%
NVDA vs SOXL
+5,340.3%
+9,206.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.3% | -2.0% |
| 7D | -5.1% | +3.9% | -9.0% | -6.7% |
| 30D | -2.5% | -14.3% | +11.8% | +2.0% |
| 3M | +6.7% | -45.6% | +52.3% | +17.0% |
| 6M | +17.6% | +117.2% | -99.6% | -35.5% |
| YTD | +17.3% | +189.8% | -172.5% | -45.3% |
| 1Y | +23.5% | +317.7% | -294.2% | -53.6% |
| 3Y | +384.6% | +478.6% | -94.0% | +14.3% |
| 5Y | +875.4% | +169.5% | +705.9% | +145.7% |
| All | +14,546.7% | +5,340.3% | +9,206.4% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXL.
Daily Out/Under-Performance
Portfolio return minus SOXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXL 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 SOXL 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