+19,165.6%
SOXL vs NSC
+770.6%
+18,395.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -8.0% |
| 7D | +8.5% | -1.4% | +9.8% | +10.9% |
| 30D | -13.0% | -3.4% | -9.6% | -8.4% |
| 3M | -35.9% | +5.1% | -41.0% | -43.1% |
| 6M | +112.1% | +9.2% | +102.8% | +71.9% |
| YTD | +175.4% | +13.4% | +162.0% | +106.2% |
| 1Y | +304.9% | +20.8% | +284.1% | +172.4% |
| 3Y | +448.6% | +76.1% | +372.5% | +98.3% |
| 5Y | +156.1% | +45.3% | +110.8% | +48.5% |
| 10Y | +4,957.3% | +335.7% | +4,621.6% | +568.7% |
| All | +19,165.6% | +770.6% | +18,395.0% | +720.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling