+260.2%
NVMI vs SOXQ
+258.1%
+2.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | -0.2% |
| 7D | -0.1% | +0.8% | -0.8% | -0.9% |
| 30D | -8.4% | -4.6% | -3.8% | -3.7% |
| 3M | -33.6% | -10.2% | -23.4% | -25.3% |
| 6M | -14.7% | +49.7% | -64.3% | -42.6% |
| YTD | +13.2% | +67.2% | -54.0% | -31.2% |
| 1Y | +29.0% | +98.0% | -69.0% | -33.0% |
| 3Y | +215.0% | +237.2% | -22.2% | +0.9% |
| All | +260.2% | +258.1% | +2.1% | +11.4% |
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