+20,848.2%
SOXL vs NOC
+1,133.3%
+19,714.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.7% |
| 7D | +18.4% | -1.6% | +19.9% | +19.8% |
| 30D | -3.2% | -10.4% | +7.2% | +6.0% |
| 3M | -37.6% | -5.6% | -32.0% | -37.8% |
| 6M | +136.1% | -30.4% | +166.5% | +212.3% |
| YTD | +199.5% | -8.5% | +208.0% | +191.9% |
| 1Y | +363.2% | -8.3% | +371.6% | +345.5% |
| 3Y | +496.5% | +28.2% | +468.3% | +210.1% |
| 5Y | +184.8% | +56.7% | +128.1% | -10.8% |
| 10Y | +5,399.0% | +189.3% | +5,209.6% | +399.1% |
| All | +20,848.2% | +1,133.3% | +19,714.9% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling