-100.0%
SOXS vs NOK
+144.6%
-244.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.8% | -10.4% | -0.8% |
| 7D | -4.7% | +11.0% | -15.7% | +6.3% |
| 30D | +7.7% | +7.8% | -0.1% | +19.1% |
| 3M | -10.2% | -21.0% | +10.9% | -12.4% |
| 6M | -99.2% | +40.9% | -140.1% | -97.1% |
| YTD | -99.5% | +72.0% | -171.5% | -97.9% |
| 1Y | -99.8% | +140.9% | -240.7% | -98.5% |
| 3Y | -100.0% | +194.3% | -294.2% | -99.9% |
| 5Y | -100.0% | +112.5% | -212.5% | -100.0% |
| All | -100.0% | +144.6% | -244.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 10y: compounded portfolio wealth divided by compounded NOK 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…
10y analysis · Full analysis span regression · 6 months rolling