+50.7%
NOC vs SOXQ
+279.9%
-229.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.6% |
| 7D | -1.8% | +2.3% | -4.1% | -1.7% |
| 30D | -9.4% | -3.9% | -5.5% | -9.5% |
| 3M | -3.8% | -4.7% | +0.9% | -4.0% |
| 6M | -28.8% | +47.9% | -76.6% | -28.9% |
| YTD | -7.9% | +64.3% | -72.2% | -8.0% |
| 1Y | -9.0% | +95.7% | -104.8% | -9.1% |
| 3Y | +29.1% | +231.5% | -202.5% | +26.0% |
| 5Y | +58.9% | +255.0% | -196.0% | +52.1% |
| All | +50.7% | +279.9% | -229.2% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling