-100.0%
SOXS vs NOC
+28.9%
-128.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +7.8% |
| 7D | -9.4% | -1.8% | -7.7% | -8.5% |
| 30D | +6.2% | -9.4% | +15.6% | +11.5% |
| 3M | -28.0% | -3.8% | -24.2% | -26.0% |
| 6M | -99.2% | -28.8% | -70.4% | -99.1% |
| YTD | -99.5% | -7.9% | -91.6% | -99.5% |
| 1Y | -99.7% | -9.0% | -90.7% | -99.7% |
| All | -100.0% | +28.9% | -128.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling