+4,921.3%
SOXL vs NTAP
+650.8%
+4,270.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.5% | -3.3% | -8.0% |
| 7D | +3.9% | +7.4% | -3.5% | -7.7% |
| 30D | -14.3% | -1.4% | -12.9% | -13.3% |
| 3M | -45.6% | +24.6% | -70.2% | -62.1% |
| 6M | +117.2% | +105.9% | +11.3% | -39.7% |
| YTD | +189.8% | +88.5% | +101.3% | -10.0% |
| 1Y | +317.7% | +62.1% | +255.6% | +74.5% |
| 3Y | +478.6% | +169.1% | +309.6% | +31.9% |
| 5Y | +169.5% | +141.9% | +27.6% | -4.0% |
| All | +4,921.3% | +650.8% | +4,270.5% | +472.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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