+357.4%
SOXL vs NLY
+20.9%
+336.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +10.0% |
| 7D | +5.3% | -1.0% | +6.3% | +6.7% |
| 30D | -11.2% | +0.6% | -11.8% | -12.1% |
| 3M | -55.4% | +10.8% | -66.2% | -62.0% |
| 6M | +107.1% | +6.2% | +100.9% | +89.0% |
| YTD | +179.0% | +9.0% | +170.0% | +157.2% |
| 1Y | +357.4% | +19.3% | +338.0% | +301.8% |
| All | +357.4% | +20.9% | +336.5% | +301.8% |
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