-100.0%
SOXS vs NVD
-99.1%
-0.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.5% | +3.6% | +4.2% |
| 7D | -9.4% | +9.0% | -18.5% | -16.1% |
| 30D | +6.2% | -5.5% | +11.6% | +9.9% |
| 3M | -28.0% | -24.6% | -3.4% | -2.9% |
| 6M | -99.2% | -42.1% | -57.1% | -98.7% |
| YTD | -99.5% | -44.3% | -55.2% | -99.2% |
| 1Y | -99.7% | -54.2% | -45.6% | -99.5% |
| 3Y | -100.0% | -99.1% | -0.9% | -99.2% |
| All | -100.0% | -99.1% | -0.9% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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