+19,165.6%
SOXL vs NVS
+408.8%
+18,756.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -8.0% |
| 7D | +8.5% | -15.7% | +24.2% | +33.5% |
| 30D | -13.0% | -11.1% | -1.9% | -4.5% |
| 3M | -35.9% | -7.2% | -28.7% | -37.5% |
| 6M | +112.1% | -12.3% | +124.4% | +122.7% |
| YTD | +175.4% | +2.8% | +172.7% | +121.4% |
| 1Y | +304.9% | +11.9% | +292.9% | +177.7% |
| 3Y | +448.6% | +55.1% | +393.5% | +80.6% |
| 5Y | +156.1% | +94.1% | +62.0% | -49.8% |
| 10Y | +4,957.3% | +181.2% | +4,776.1% | +522.7% |
| All | +19,165.6% | +408.8% | +18,756.8% | +520.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling