+20,415.5%
SOXL vs NDAQ
+1,685.4%
+18,730.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +8.2% |
| 7D | +16.4% | -2.6% | +19.0% | +20.4% |
| 30D | -12.1% | +0.5% | -12.6% | -13.7% |
| 3M | -41.7% | +9.9% | -51.6% | -55.8% |
| 6M | +157.4% | +8.2% | +149.2% | +91.1% |
| YTD | +193.3% | -1.5% | +194.8% | +147.8% |
| 1Y | +355.3% | +1.3% | +354.0% | +261.8% |
| 3Y | +484.2% | +92.6% | +391.6% | +65.4% |
| 5Y | +182.7% | +53.8% | +128.8% | +41.2% |
| 10Y | +4,692.2% | +376.0% | +4,316.3% | +426.6% |
| All | +20,415.5% | +1,685.4% | +18,730.0% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling