+20,174.1%
SOXL vs NTRS
+433.4%
+19,740.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +3.4% |
| 7D | +3.9% | +1.4% | +2.5% | +1.2% |
| 30D | -14.3% | -0.7% | -13.7% | -13.8% |
| 3M | -45.6% | +11.3% | -56.9% | -55.2% |
| 6M | +117.2% | +35.5% | +81.7% | +30.1% |
| YTD | +189.8% | +40.6% | +149.2% | +63.9% |
| 1Y | +317.7% | +49.2% | +268.5% | +116.7% |
| 3Y | +478.6% | +167.2% | +311.4% | +24.2% |
| 5Y | +169.5% | +94.9% | +74.6% | +12.7% |
| 10Y | +5,222.1% | +259.5% | +4,962.6% | +800.4% |
| All | +20,174.1% | +433.4% | +19,740.7% | +1,887.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling