-100.0%
SOXS vs NTNX
+148.8%
-248.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -5.0% |
| 7D | -4.7% | -3.1% | -1.6% | -6.8% |
| 30D | +7.7% | +2.0% | +5.8% | +10.1% |
| 3M | -10.2% | +34.0% | -44.1% | +10.0% |
| 6M | -99.2% | +72.4% | -171.6% | -99.0% |
| YTD | -99.5% | +27.5% | -127.1% | -99.5% |
| 1Y | -99.8% | -18.7% | -81.0% | -99.8% |
| 3Y | -100.0% | +80.8% | -180.7% | -100.0% |
| 5Y | -100.0% | +54.5% | -154.5% | -100.0% |
| All | -100.0% | +148.8% | -248.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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