+59.1%
NOC vs SOXQ
+258.1%
-199.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | +0.8% | +0.8% | 0.0% | +0.8% |
| 30D | -9.7% | -4.6% | -5.1% | -9.8% |
| 3M | -5.6% | -10.2% | +4.5% | -5.8% |
| 6M | -28.6% | +49.7% | -78.2% | -28.7% |
| YTD | -7.9% | +67.2% | -75.1% | -8.1% |
| 1Y | -9.5% | +98.0% | -107.5% | -9.7% |
| 3Y | +28.4% | +237.2% | -208.8% | +24.9% |
| All | +59.1% | +258.1% | -199.0% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling