-100.0%
SOXS vs NTAP
+661.4%
-761.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -5.3% |
| 7D | -16.6% | +2.2% | -18.8% | -13.8% |
| 30D | -4.4% | -7.0% | +2.7% | -13.3% |
| 3M | -26.2% | +12.3% | -38.5% | -6.8% |
| 6M | -99.3% | +85.1% | -184.4% | -98.1% |
| YTD | -99.5% | +74.8% | -174.3% | -98.9% |
| 1Y | -99.8% | +52.7% | -152.5% | -99.5% |
| 3Y | -100.0% | +147.7% | -247.6% | -99.9% |
| 5Y | -100.0% | +124.8% | -224.8% | -100.0% |
| 10Y | -100.0% | +589.7% | -689.7% | -100.0% |
| All | -100.0% | +661.4% | -761.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling