+4,921.3%
SOXL vs NTRA
+3,199.2%
+1,722.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +4.7% |
| 7D | +3.9% | +0.2% | +3.6% | +3.8% |
| 30D | -14.3% | +4.1% | -18.4% | -16.5% |
| 3M | -45.6% | +50.0% | -95.7% | -58.9% |
| 6M | +117.2% | +67.3% | +49.9% | +49.4% |
| YTD | +189.8% | +43.6% | +146.3% | +119.6% |
| 1Y | +317.7% | +89.2% | +228.5% | +165.9% |
| 3Y | +478.6% | +502.5% | -23.9% | +90.8% |
| 5Y | +169.5% | +173.8% | -4.3% | +28.5% |
| All | +4,921.3% | +3,199.2% | +1,722.1% | +756.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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