-91.6%
SOXS vs NVMI
-11.6%
-80.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +3.7% |
| 7D | +46.7% | -11.8% | +58.4% | +17.0% |
| 30D | +97.0% | -24.8% | +121.8% | +21.0% |
| 3M | +39.5% | -28.6% | +68.1% | -14.6% |
| 6M | -54.9% | -40.0% | -14.9% | -66.7% |
| YTD | -90.4% | -10.1% | -80.3% | -82.4% |
| 1Y | -91.6% | -9.8% | -81.9% | -83.0% |
| All | -91.6% | -11.6% | -80.1% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 1y: compounded portfolio wealth divided by compounded NVMI 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…
1y analysis · Full analysis span regression · 6 months rolling