-100.0%
SOXS vs NVMI
+261.9%
-361.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.1% | -2.6% |
| 7D | -4.7% | -0.1% | -4.7% | -4.4% |
| 30D | +7.7% | -8.4% | +16.1% | -4.3% |
| 3M | -10.2% | -33.6% | +23.4% | -38.9% |
| 6M | -99.2% | -14.7% | -84.5% | -97.3% |
| YTD | -99.5% | +13.2% | -112.7% | -96.9% |
| 1Y | -99.8% | +29.0% | -128.8% | -97.6% |
| 3Y | -100.0% | +215.0% | -315.0% | -96.8% |
| All | -100.0% | +261.9% | -361.9% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling