+156.1%
SOXL vs NDAQ
+48.4%
+107.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.3% | -5.7% | -4.6% |
| 7D | +8.5% | -6.8% | +15.2% | +19.9% |
| 30D | -13.0% | -3.2% | -9.8% | -9.3% |
| 3M | -35.9% | +6.5% | -42.4% | -48.1% |
| 6M | +112.1% | +5.7% | +106.3% | +65.0% |
| YTD | +175.4% | -4.6% | +180.1% | +151.7% |
| 1Y | +304.9% | -1.6% | +306.4% | +242.1% |
| 3Y | +448.6% | +86.4% | +362.1% | +37.6% |
| 5Y | +156.1% | +50.3% | +105.8% | +8.4% |
| All | +156.1% | +48.4% | +107.7% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 5y: compounded portfolio wealth divided by compounded NDAQ 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…
5y analysis · Full analysis span regression · 6 months rolling