+20,174.1%
SOXL vs NKE
+168.2%
+20,005.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.6% |
| 7D | +3.9% | -4.2% | +8.0% | +10.0% |
| 30D | -14.3% | -8.2% | -6.1% | -6.6% |
| 3M | -45.6% | -19.1% | -26.5% | -35.1% |
| 6M | +117.2% | -32.6% | +149.8% | +219.1% |
| YTD | +189.8% | -40.7% | +230.6% | +400.5% |
| 1Y | +317.7% | -48.9% | +366.6% | +753.5% |
| 3Y | +478.6% | -59.2% | +537.9% | +1,276.7% |
| 5Y | +169.5% | -75.3% | +244.9% | +1,738.9% |
| 10Y | +5,222.1% | -23.1% | +5,245.1% | +8,446.5% |
| All | +20,174.1% | +168.2% | +20,005.9% | +4,277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling