+162.3%
SOXL vs NKE
-75.0%
+237.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.7% |
| 7D | +3.9% | -4.2% | +8.0% | +8.9% |
| 30D | -14.3% | -8.2% | -6.1% | -7.9% |
| 3M | -45.6% | -19.1% | -26.5% | -36.6% |
| 6M | +117.2% | -32.6% | +149.8% | +205.8% |
| YTD | +189.8% | -40.7% | +230.6% | +373.3% |
| 1Y | +317.7% | -48.9% | +366.6% | +702.8% |
| 3Y | +478.6% | -59.2% | +537.9% | +1,116.8% |
| All | +162.3% | -75.0% | +237.3% | +1,770.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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