+317.7%
SOXL vs NRG
-28.9%
+346.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +3.2% |
| 7D | +3.9% | -4.7% | +8.5% | +10.2% |
| 30D | -14.3% | -6.0% | -8.3% | -8.1% |
| 3M | -45.6% | -8.0% | -37.7% | -42.1% |
| 6M | +117.2% | -23.2% | +140.3% | +195.8% |
| YTD | +189.8% | -28.1% | +217.9% | +334.5% |
| 1Y | +317.7% | -27.3% | +345.0% | +582.4% |
| All | +317.7% | -28.9% | +346.6% | +582.4% |
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