-100.0%
SOXS vs NTAP
+650.8%
-750.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.5% | -14.1% | +7.9% |
| 7D | -4.7% | +7.4% | -12.1% | +7.1% |
| 30D | +7.7% | -1.4% | +9.1% | +6.6% |
| 3M | -10.2% | +24.6% | -34.7% | +35.9% |
| 6M | -99.2% | +105.9% | -205.1% | -97.4% |
| YTD | -99.5% | +88.5% | -188.0% | -98.6% |
| 1Y | -99.8% | +62.1% | -161.9% | -99.4% |
| 3Y | -100.0% | +169.1% | -269.0% | -99.8% |
| 5Y | -100.0% | +141.9% | -241.9% | -100.0% |
| All | -100.0% | +650.8% | -750.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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