+4,921.3%
SOXL vs NOC
+192.5%
+4,728.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +3.9% | +0.8% | +3.1% | +3.4% |
| 30D | -14.3% | -9.7% | -4.6% | -10.3% |
| 3M | -45.6% | -5.6% | -40.0% | -45.7% |
| 6M | +117.2% | -28.6% | +145.8% | +154.1% |
| YTD | +189.8% | -7.9% | +197.7% | +186.2% |
| 1Y | +317.7% | -9.5% | +327.3% | +314.9% |
| 3Y | +478.6% | +28.4% | +450.3% | +292.1% |
| 5Y | +169.5% | +59.0% | +110.6% | +28.0% |
| All | +4,921.3% | +192.5% | +4,728.8% | +1,511.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling