+55.9%
SOXL vs NSC
+24.4%
+31.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.9% | -9.7% | -8.7% |
| 7D | -37.9% | +1.8% | -39.7% | -37.8% |
| 30D | -59.4% | +8.8% | -68.2% | -59.4% |
| 3M | -52.3% | +1.2% | -53.5% | -51.8% |
| 6M | -47.7% | +11.3% | -59.0% | -49.2% |
| YTD | +58.8% | +20.7% | +38.0% | +48.1% |
| 1Y | +55.9% | +23.4% | +32.5% | +39.5% |
| All | +55.9% | +24.4% | +31.5% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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