+42.5%
SOXL vs NYT
+12.9%
+29.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.9% | -7.9% | -9.5% |
| 7D | -37.9% | -3.9% | -34.0% | -39.4% |
| 30D | -59.4% | +4.3% | -63.7% | -58.0% |
| 3M | -52.3% | -11.7% | -40.6% | -54.5% |
| 6M | -47.7% | -14.4% | -33.3% | -46.2% |
| YTD | +58.8% | -3.0% | +61.8% | +74.0% |
| All | +42.5% | +12.9% | +29.6% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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