+449.3%
NVT vs SOXQ
+286.7%
+162.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.9% | +3.5% |
| 7D | +4.1% | +0.8% | +3.3% | +3.6% |
| 30D | -5.1% | -4.6% | -0.6% | -2.1% |
| 3M | -1.2% | -10.2% | +9.0% | +5.7% |
| 6M | +46.6% | +49.7% | -3.1% | +13.3% |
| YTD | +60.0% | +67.2% | -7.3% | +15.5% |
| 1Y | +70.8% | +98.0% | -27.2% | +11.3% |
| 3Y | +187.5% | +237.2% | -49.6% | +39.2% |
| 5Y | +426.1% | +261.3% | +164.9% | +137.9% |
| All | +449.3% | +286.7% | +162.6% | +146.4% |
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 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