-100.0%
SOXS vs NVDL
+2,476.2%
-2,576.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.7% |
| 7D | -4.7% | -10.3% | +5.6% | -13.3% |
| 30D | +7.7% | -7.1% | +14.9% | +4.6% |
| 3M | -10.2% | +6.6% | -16.7% | +13.7% |
| 6M | -99.2% | +21.1% | -120.3% | -98.8% |
| YTD | -99.5% | +15.2% | -114.7% | -99.2% |
| 1Y | -99.8% | +18.8% | -118.5% | -99.5% |
| 3Y | -100.0% | +649.9% | -749.9% | -99.3% |
| All | -100.0% | +2,476.2% | -2,576.2% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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