-100.0%
SOXS vs NOC
+58.2%
-158.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -4.7% | +0.8% | -5.5% | -4.9% |
| 30D | +7.7% | -9.7% | +17.4% | +9.4% |
| 3M | -10.2% | -5.6% | -4.5% | -9.4% |
| 6M | -99.2% | -28.6% | -70.6% | -99.2% |
| YTD | -99.5% | -7.9% | -91.6% | -99.5% |
| 1Y | -99.8% | -9.5% | -90.2% | -99.8% |
| 3Y | -100.0% | +28.4% | -128.4% | -100.0% |
| All | -100.0% | +58.2% | -158.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling