+162.3%
SOXL vs NVS
+92.9%
+69.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.3% |
| 7D | +3.9% | -14.3% | +18.1% | +9.6% |
| 30D | -14.3% | -10.0% | -4.4% | -12.6% |
| 3M | -45.6% | -10.9% | -34.7% | -45.2% |
| 6M | +117.2% | -12.0% | +129.2% | +120.6% |
| YTD | +189.8% | +2.5% | +187.3% | +166.6% |
| 1Y | +317.7% | +10.7% | +307.1% | +264.9% |
| 3Y | +478.6% | +53.3% | +425.3% | +282.2% |
| All | +162.3% | +92.9% | +69.4% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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