+4,073.8%
SOXL vs NTNX
+148.8%
+3,925.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +4.7% |
| 7D | +3.9% | -3.1% | +7.0% | +6.3% |
| 30D | -14.3% | +2.0% | -16.3% | -15.4% |
| 3M | -45.6% | +34.0% | -79.6% | -57.4% |
| 6M | +117.2% | +72.4% | +44.8% | +33.7% |
| YTD | +189.8% | +27.5% | +162.3% | +115.8% |
| 1Y | +317.7% | -18.7% | +336.5% | +324.6% |
| 3Y | +478.6% | +80.8% | +397.9% | +241.4% |
| 5Y | +169.5% | +54.5% | +115.0% | +77.9% |
| All | +4,073.8% | +148.8% | +3,925.0% | +2,083.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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