-100.0%
SOXS vs NTRA
+1,727.4%
-1,827.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.4% | -5.1% |
| 7D | -4.7% | +0.2% | -5.0% | -4.5% |
| 30D | +7.7% | +4.1% | +3.6% | +10.8% |
| 3M | -10.2% | +50.0% | -60.2% | +19.4% |
| 6M | -99.2% | +67.3% | -166.5% | -99.0% |
| YTD | -99.5% | +43.6% | -143.1% | -99.4% |
| 1Y | -99.8% | +89.2% | -189.0% | -99.6% |
| 3Y | -100.0% | +502.5% | -602.5% | -99.9% |
| 5Y | -100.0% | +173.8% | -273.8% | -100.0% |
| 10Y | -100.0% | +3,189.3% | -3,289.3% | -100.0% |
| All | -100.0% | +1,727.4% | -1,827.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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