+357.4%
SOXL vs NTRS
+47.2%
+310.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.8% | +9.8% |
| 7D | +5.3% | +0.4% | +4.9% | +4.7% |
| 30D | -11.2% | +1.7% | -12.9% | -13.8% |
| 3M | -55.4% | +8.9% | -64.2% | -60.8% |
| 6M | +107.1% | +30.6% | +76.6% | +31.6% |
| YTD | +179.0% | +38.7% | +140.3% | +59.6% |
| 1Y | +357.4% | +48.1% | +309.3% | +144.1% |
| All | +357.4% | +47.2% | +310.2% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling