+184.1%
SOXL vs NVTS
-16.8%
+200.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +0.9% | +3.5% |
| 7D | +3.9% | -1.4% | +5.3% | +4.6% |
| 30D | -14.3% | -16.5% | +2.2% | -7.0% |
| 3M | -45.6% | -47.6% | +2.0% | -25.9% |
| 6M | +117.2% | +7.3% | +109.9% | +127.8% |
| YTD | +189.8% | +62.9% | +127.0% | +156.5% |
| 1Y | +317.7% | +91.3% | +226.5% | +233.0% |
| 3Y | +478.6% | +43.4% | +435.2% | +286.9% |
| All | +184.1% | -16.8% | +200.9% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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