+478.6%
SOXL vs NWSA
+43.3%
+435.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.0% |
| 7D | +3.9% | -2.8% | +6.7% | +6.7% |
| 30D | -14.3% | +3.0% | -17.3% | -17.7% |
| 3M | -45.6% | +12.3% | -57.9% | -57.0% |
| 6M | +117.2% | +21.9% | +95.3% | +42.8% |
| YTD | +189.8% | +13.6% | +176.3% | +107.8% |
| 1Y | +317.7% | +0.5% | +317.3% | +274.0% |
| 3Y | +478.6% | +43.8% | +434.9% | +219.7% |
| All | +478.6% | +43.3% | +435.4% | +219.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling