+15.0%
NVO vs SOXQ
+286.7%
-271.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.5% |
| 7D | -7.6% | +0.8% | -8.3% | -7.7% |
| 30D | -6.0% | -4.6% | -1.4% | -5.2% |
| 3M | -0.8% | -10.2% | +9.4% | +0.2% |
| 6M | +16.5% | +49.7% | -33.2% | +1.9% |
| YTD | -11.1% | +67.2% | -78.4% | -24.3% |
| 1Y | -16.7% | +98.0% | -114.7% | -32.1% |
| 3Y | -52.9% | +237.2% | -290.1% | -66.6% |
| 5Y | -3.0% | +261.3% | -264.3% | -32.3% |
| All | +15.0% | +286.7% | -271.7% | -19.2% |
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