+32.3%
NSC vs SOXQ
+176.1%
-143.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.8% | -0.9% |
| 7D | +2.5% | +8.2% | -5.7% | +0.8% |
| 30D | +1.7% | -13.2% | +14.9% | +4.2% |
| 3M | -2.6% | -18.5% | +16.0% | +0.9% |
| 6M | +6.4% | -15.4% | +21.9% | +7.4% |
| YTD | +15.5% | +43.6% | -28.1% | +0.5% |
| 1Y | +17.6% | +49.2% | -31.6% | +1.1% |
| 3Y | +75.0% | +190.2% | -115.2% | +17.2% |
| All | +32.3% | +176.1% | -143.8% | -15.6% |
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 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