+1,182.9%
SOXL vs NTR
+97.9%
+1,084.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.6% |
| 7D | +3.9% | -1.3% | +5.2% | +5.4% |
| 30D | -14.3% | +16.8% | -31.1% | -27.8% |
| 3M | -45.6% | +20.7% | -66.4% | -57.2% |
| 6M | +117.2% | +0.5% | +116.7% | +99.6% |
| YTD | +189.8% | +29.2% | +160.7% | +96.6% |
| 1Y | +317.7% | +39.6% | +278.2% | +154.1% |
| 3Y | +478.6% | +37.9% | +440.8% | +240.8% |
| 5Y | +169.5% | +47.1% | +122.4% | +15.2% |
| All | +1,182.9% | +97.9% | +1,084.9% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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