-100.0%
SOXS vs NOC
+1,133.3%
-1,233.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.5% |
| 7D | -16.6% | -1.6% | -15.0% | -18.1% |
| 30D | -4.4% | -10.4% | +6.0% | -14.9% |
| 3M | -26.2% | -5.6% | -20.6% | -33.2% |
| 6M | -99.3% | -30.4% | -68.9% | -99.5% |
| YTD | -99.5% | -8.5% | -91.1% | -99.6% |
| 1Y | -99.8% | -8.3% | -91.4% | -99.8% |
| 3Y | -100.0% | +28.2% | -128.2% | -100.0% |
| 5Y | -100.0% | +56.7% | -156.7% | -100.0% |
| 10Y | -100.0% | +189.3% | -289.3% | -100.0% |
| All | -100.0% | +1,133.3% | -1,233.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling