+357.4%
SOXL vs NOC
-10.0%
+367.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.4% | +8.4% |
| 7D | +5.3% | -5.2% | +10.5% | +2.4% |
| 30D | -11.2% | -7.2% | -4.0% | -14.4% |
| 3M | -55.4% | -5.1% | -50.2% | -55.3% |
| 6M | +107.1% | -31.1% | +138.2% | +121.0% |
| YTD | +179.0% | -8.6% | +187.6% | +167.9% |
| 1Y | +357.4% | -9.7% | +367.1% | +372.2% |
| All | +357.4% | -10.0% | +367.4% | +372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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