+136.1%
SOXL vs NVTS
+44.3%
+91.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +4.7% |
| 7D | +18.4% | +3.5% | +14.9% | +15.4% |
| 30D | -3.2% | -11.9% | +8.7% | +7.6% |
| 3M | -37.6% | -49.2% | +11.6% | +4.4% |
| 6M | +136.1% | +38.4% | +97.6% | +143.1% |
| All | +136.1% | +44.3% | +91.8% | +143.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling