+357.4%
SOXL vs NWSA
+5.5%
+351.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +8.1% |
| 7D | +5.3% | -1.9% | +7.2% | +3.5% |
| 30D | -11.2% | +4.6% | -15.8% | -6.4% |
| 3M | -55.4% | +13.2% | -68.6% | -46.3% |
| 6M | +107.1% | +27.0% | +80.1% | +144.6% |
| YTD | +179.0% | +16.8% | +162.2% | +240.1% |
| 1Y | +357.4% | +4.5% | +352.9% | +454.2% |
| All | +357.4% | +5.5% | +351.8% | +454.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling