+478.6%
SOXL vs NRG
+203.5%
+275.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +3.3% |
| 7D | +3.9% | -4.7% | +8.5% | +10.0% |
| 30D | -14.3% | -6.0% | -8.3% | -8.3% |
| 3M | -45.6% | -8.0% | -37.7% | -41.2% |
| 6M | +117.2% | -23.2% | +140.3% | +198.2% |
| YTD | +189.8% | -28.1% | +217.9% | +335.6% |
| 1Y | +317.7% | -27.3% | +345.0% | +545.5% |
| 3Y | +478.6% | +208.7% | +270.0% | +66.8% |
| All | +478.6% | +203.5% | +275.1% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling