-100.0%
SOXS vs NTR
+36.8%
-136.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.7% |
| 7D | -4.7% | -1.3% | -3.5% | -5.2% |
| 30D | +7.7% | +16.8% | -9.0% | +15.8% |
| 3M | -10.2% | +20.7% | -30.9% | -2.1% |
| 6M | -99.2% | +0.5% | -99.7% | -99.2% |
| YTD | -99.5% | +29.2% | -128.7% | -99.4% |
| 1Y | -99.8% | +39.6% | -139.3% | -99.7% |
| 3Y | -100.0% | +37.9% | -137.9% | -100.0% |
| All | -100.0% | +36.8% | -136.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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