+20,848.2%
SOXL vs NEM
+266.8%
+20,581.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.5% |
| 7D | +18.4% | +3.1% | +15.3% | +16.4% |
| 30D | -3.2% | +10.0% | -13.2% | -7.9% |
| 3M | -37.6% | +30.9% | -68.5% | -44.8% |
| 6M | +136.1% | +10.5% | +125.5% | +132.3% |
| YTD | +199.5% | +29.7% | +169.7% | +177.1% |
| 1Y | +363.2% | +71.1% | +292.1% | +281.8% |
| 3Y | +496.5% | +252.1% | +244.4% | +258.7% |
| 5Y | +184.8% | +157.7% | +27.1% | +86.3% |
| 10Y | +5,399.0% | +319.4% | +5,079.6% | +2,940.3% |
| All | +20,848.2% | +266.8% | +20,581.3% | +11,413.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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