-91.6%
SOXS vs NSC
+24.4%
-116.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.8% | +8.6% |
| 7D | +46.7% | +1.8% | +44.9% | +46.5% |
| 30D | +97.0% | +8.8% | +88.1% | +96.8% |
| 3M | +39.5% | +1.2% | +38.3% | +38.3% |
| 6M | -54.9% | +11.3% | -66.3% | -53.8% |
| YTD | -90.4% | +20.7% | -111.1% | -89.6% |
| 1Y | -91.6% | +23.4% | -115.0% | -90.6% |
| All | -91.6% | +24.4% | -116.0% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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