+48.3%
NVMI vs SOXQ
+111.3%
-63.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.1% | +1.7% |
| 7D | +6.6% | +2.3% | +4.3% | +3.9% |
| 30D | -7.5% | -2.3% | -5.3% | -4.9% |
| 3M | -28.5% | -13.8% | -14.7% | -15.1% |
| 6M | -15.7% | +48.6% | -64.4% | -48.0% |
| YTD | +13.3% | +66.0% | -52.7% | -38.6% |
| 1Y | +48.3% | +107.9% | -59.6% | -35.9% |
| All | +48.3% | +111.3% | -63.0% | -35.9% |
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