-7.5%
NOC vs SOXQ
+45.5%
-52.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -4.9% |
| 7D | -5.0% | -12.1% | +7.1% | -6.3% |
| 30D | +10.3% | -22.0% | +32.4% | +7.7% |
| 3M | -4.3% | -15.6% | +11.3% | -5.8% |
| 6M | -6.5% | -2.4% | -4.1% | -8.7% |
| YTD | -6.7% | +45.4% | -52.1% | -10.8% |
| 1Y | -7.5% | +47.7% | -55.2% | -11.6% |
| All | -7.5% | +45.5% | -52.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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