-100.0%
SOXS vs NSC
+770.6%
-870.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -4.3% |
| 7D | -16.6% | -2.0% | -14.5% | -19.5% |
| 30D | -4.4% | -3.2% | -1.2% | -9.5% |
| 3M | -26.2% | +3.9% | -30.2% | -22.1% |
| 6M | -99.3% | +7.8% | -107.0% | -98.7% |
| YTD | -99.5% | +13.4% | -112.9% | -99.1% |
| 1Y | -99.8% | +20.3% | -120.1% | -99.5% |
| 3Y | -100.0% | +76.1% | -176.1% | -99.9% |
| 5Y | -100.0% | +45.0% | -145.0% | -100.0% |
| 10Y | -100.0% | +335.7% | -435.7% | -100.0% |
| All | -100.0% | +770.6% | -870.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling