+162.3%
SOXL vs NOK
+112.2%
+50.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.8% | +0.4% | -1.1% |
| 7D | +3.9% | +11.0% | -7.1% | -9.5% |
| 30D | -14.3% | +7.8% | -22.2% | -21.4% |
| 3M | -45.6% | -21.0% | -24.6% | -18.5% |
| 6M | +117.2% | +40.9% | +76.3% | +64.9% |
| YTD | +189.8% | +72.0% | +117.8% | +66.9% |
| 1Y | +317.7% | +140.9% | +176.8% | +30.1% |
| 3Y | +478.6% | +194.3% | +284.4% | +23.1% |
| All | +162.3% | +112.2% | +50.1% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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