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  • SOXL vs NSC✓SelectedUSD · NSCSOXL vs NSC performance historyLatest closeAs of-8.03%09/10
Stock and ETF performance explorer

SOXL vs NSC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+19,165.6%
NSC return
+770.6%
Excess return
+18,395.0%
Maximum drawdown
-90.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNSCExcessAlpha
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