+4,921.3%
SOXL vs NYT
+489.9%
+4,431.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +4.8% |
| 7D | +3.9% | -0.6% | +4.5% | +4.5% |
| 30D | -14.3% | +4.6% | -18.9% | -18.5% |
| 3M | -45.6% | -9.6% | -36.0% | -45.3% |
| 6M | +117.2% | -14.0% | +131.2% | +125.5% |
| YTD | +189.8% | -2.8% | +192.7% | +159.9% |
| 1Y | +317.7% | +15.6% | +302.1% | +199.8% |
| 3Y | +478.6% | +56.3% | +422.3% | +185.0% |
| 5Y | +169.5% | +39.5% | +130.0% | +58.1% |
| All | +4,921.3% | +489.9% | +4,431.4% | +1,090.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling