-99.2%
SOXS vs NVMI
-15.5%
-83.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -7.7% |
| 3M | -28.0% | -28.0% | 0.0% | -48.6% |
| 6M | -99.2% | -15.3% | -83.9% | -96.9% |
| All | -99.2% | -15.5% | -83.7% | -96.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling