-100.0%
SOXS vs NSC
+73.4%
-173.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -6.8% |
| 7D | -4.7% | -2.8% | -2.0% | -8.3% |
| 30D | +7.7% | -4.5% | +12.3% | +1.5% |
| 3M | -10.2% | +3.5% | -13.7% | -6.4% |
| 6M | -99.2% | +8.5% | -107.7% | -98.7% |
| YTD | -99.5% | +12.3% | -111.9% | -99.2% |
| 1Y | -99.8% | +18.9% | -118.7% | -99.5% |
| 3Y | -100.0% | +74.1% | -174.1% | -99.9% |
| All | -100.0% | +73.4% | -173.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling