-28.0%
SOXS vs NVMI
-27.2%
-0.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.1% | +10.2% | +3.1% |
| 7D | -9.4% | +3.8% | -13.2% | +0.2% |
| 30D | +6.2% | -7.6% | +13.7% | -8.0% |
| 3M | -28.0% | -28.0% | 0.0% | -48.5% |
| All | -28.0% | -27.2% | -0.8% | -48.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling