-9.8%
NVMI vs SOXQ
+45.5%
-55.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | +1.0% |
| 7D | -11.8% | -12.1% | +0.3% | +1.5% |
| 30D | -24.8% | -22.0% | -2.8% | -1.0% |
| 3M | -28.6% | -15.6% | -13.0% | -13.8% |
| 6M | -40.0% | -2.4% | -37.6% | -39.2% |
| YTD | -10.1% | +45.4% | -55.4% | -44.1% |
| 1Y | -9.8% | +47.7% | -57.4% | -45.1% |
| All | -9.8% | +45.5% | -55.2% | -45.1% |
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