+4,921.3%
SOXL vs NRG
+1,083.9%
+3,837.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +3.5% |
| 7D | +3.9% | -4.7% | +8.5% | +9.3% |
| 30D | -14.3% | -6.0% | -8.3% | -8.9% |
| 3M | -45.6% | -8.0% | -37.7% | -41.2% |
| 6M | +117.2% | -23.2% | +140.3% | +190.7% |
| YTD | +189.8% | -28.1% | +217.9% | +320.9% |
| 1Y | +317.7% | -27.3% | +345.0% | +523.4% |
| 3Y | +478.6% | +208.7% | +270.0% | +119.7% |
| 5Y | +169.5% | +197.7% | -28.1% | +10.7% |
| All | +4,921.3% | +1,083.9% | +3,837.3% | +1,229.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling