+20,848.2%
SOXL vs NTAP
+661.4%
+20,186.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +5.5% |
| 7D | +18.4% | +2.2% | +16.2% | +14.5% |
| 30D | -3.2% | -7.0% | +3.9% | +7.4% |
| 3M | -37.6% | +12.3% | -49.9% | -47.6% |
| 6M | +136.1% | +85.1% | +50.9% | -13.9% |
| YTD | +199.5% | +74.8% | +124.7% | +16.4% |
| 1Y | +363.2% | +52.7% | +310.6% | +130.4% |
| 3Y | +496.5% | +147.7% | +348.8% | +82.2% |
| 5Y | +184.8% | +124.8% | +60.0% | +33.3% |
| 10Y | +5,399.0% | +589.7% | +4,809.3% | +644.6% |
| All | +20,848.2% | +661.4% | +20,186.7% | +2,639.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling