+1,470.3%
SOXL vs NVT
+731.8%
+738.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.6% | +0.6% | -2.8% |
| 7D | +3.9% | +4.1% | -0.2% | -3.3% |
| 30D | -14.3% | -5.1% | -9.2% | -5.6% |
| 3M | -45.6% | -1.2% | -44.4% | -36.0% |
| 6M | +117.2% | +46.6% | +70.6% | +45.5% |
| YTD | +189.8% | +60.0% | +129.9% | +72.8% |
| 1Y | +317.7% | +70.8% | +246.9% | +132.7% |
| 3Y | +478.6% | +187.5% | +291.1% | +69.7% |
| 5Y | +169.5% | +426.1% | -256.6% | -60.7% |
| All | +1,470.3% | +731.8% | +738.5% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling