+55.9%
SOXL vs NRG
-50.8%
+106.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -13.5% | +4.7% | +6.8% |
| 7D | -37.9% | -13.7% | -24.2% | -26.5% |
| 30D | -59.4% | -13.6% | -45.8% | -51.8% |
| 3M | -52.3% | -28.5% | -23.8% | -29.8% |
| 6M | -47.7% | -45.8% | -1.9% | +8.3% |
| YTD | +58.8% | -46.9% | +105.7% | +234.1% |
| 1Y | +55.9% | -49.7% | +105.6% | +264.6% |
| All | +55.9% | -50.8% | +106.7% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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