+162.3%
SOXL vs NVO
-4.3%
+166.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.4% | +6.5% |
| 7D | +3.9% | -7.6% | +11.4% | +8.8% |
| 30D | -14.3% | -6.0% | -8.3% | -11.7% |
| 3M | -45.6% | -0.8% | -44.8% | -48.6% |
| 6M | +117.2% | +16.5% | +100.7% | +83.2% |
| YTD | +189.8% | -11.1% | +201.0% | +186.3% |
| 1Y | +317.7% | -16.7% | +334.5% | +333.9% |
| 3Y | +478.6% | -52.9% | +531.5% | +791.0% |
| All | +162.3% | -4.3% | +166.6% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 5y: compounded portfolio wealth divided by compounded NVO 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…
5y analysis · Full analysis span regression · 6 months rolling