+55.9%
SOXL vs NLY
+2.3%
+53.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.8% | -12.6% | -12.4% |
| 7D | -37.9% | +3.5% | -41.4% | -40.1% |
| 30D | -59.4% | +3.6% | -63.0% | -61.3% |
| 3M | -52.3% | -13.6% | -38.7% | -41.3% |
| 6M | -47.7% | -9.1% | -38.6% | -40.7% |
| YTD | +58.8% | -6.1% | +64.8% | +78.5% |
| 1Y | +55.9% | +0.7% | +55.2% | +75.8% |
| All | +55.9% | +2.3% | +53.6% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling