+4,921.3%
SOXL vs NSC
+332.1%
+4,589.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.2% | +6.8% |
| 7D | +3.9% | -2.8% | +6.7% | +8.6% |
| 30D | -14.3% | -4.5% | -9.8% | -8.1% |
| 3M | -45.6% | +3.5% | -49.2% | -50.7% |
| 6M | +117.2% | +8.5% | +108.7% | +77.1% |
| YTD | +189.8% | +12.3% | +177.5% | +119.1% |
| 1Y | +317.7% | +18.9% | +298.8% | +185.9% |
| 3Y | +478.6% | +74.1% | +404.5% | +105.5% |
| 5Y | +169.5% | +43.9% | +125.6% | +54.6% |
| All | +4,921.3% | +332.1% | +4,589.2% | +879.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling