-91.6%
SOXS vs NOC
-7.1%
-84.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.5% | +13.3% | +12.5% |
| 7D | +46.7% | -5.0% | +51.6% | +52.0% |
| 30D | +97.0% | +10.3% | +86.6% | +81.2% |
| 3M | +39.5% | -4.3% | +43.9% | +43.3% |
| 6M | -54.9% | -6.5% | -48.4% | -54.4% |
| YTD | -90.4% | -6.7% | -83.6% | -89.8% |
| 1Y | -91.6% | -7.5% | -84.2% | -91.1% |
| All | -91.6% | -7.1% | -84.6% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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