+16,830.6%
SOXL vs NWSA
+122.3%
+16,708.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.6% |
| 7D | +18.4% | -3.1% | +21.4% | +23.1% |
| 30D | -3.2% | +4.3% | -7.5% | -10.1% |
| 3M | -37.6% | +9.2% | -46.8% | -52.2% |
| 6M | +136.1% | +21.6% | +114.5% | +49.0% |
| YTD | +199.5% | +14.2% | +185.3% | +100.0% |
| 1Y | +363.2% | +1.8% | +361.5% | +260.0% |
| 3Y | +496.5% | +44.4% | +452.0% | +221.2% |
| 5Y | +184.8% | +41.0% | +143.9% | +91.9% |
| 10Y | +5,399.0% | +150.0% | +5,249.0% | +1,851.5% |
| All | +16,830.6% | +122.3% | +16,708.2% | +7,389.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling