+162.3%
SOXL vs NLY
+25.6%
+136.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +6.0% |
| 7D | +3.9% | -4.0% | +7.9% | +11.6% |
| 30D | -14.3% | -5.2% | -9.1% | -6.1% |
| 3M | -45.6% | +2.8% | -48.4% | -49.5% |
| 6M | +117.2% | +4.2% | +113.0% | +101.3% |
| YTD | +189.8% | +4.7% | +185.2% | +168.0% |
| 1Y | +317.7% | +12.7% | +305.0% | +234.0% |
| 3Y | +478.6% | +62.5% | +416.1% | +178.5% |
| All | +162.3% | +25.6% | +136.7% | +218.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling