-100.0%
SOXS vs NVMI
+6,849.7%
-6,949.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.1% | -3.2% |
| 7D | -4.7% | -0.1% | -4.7% | -4.5% |
| 30D | +7.7% | -8.4% | +16.1% | -1.5% |
| 3M | -10.2% | -33.6% | +23.4% | -32.0% |
| 6M | -99.2% | -14.7% | -84.5% | -97.6% |
| YTD | -99.5% | +13.2% | -112.7% | -97.5% |
| 1Y | -99.8% | +29.0% | -128.8% | -98.2% |
| 3Y | -100.0% | +215.0% | -315.0% | -98.7% |
| 5Y | -100.0% | +268.6% | -368.6% | -99.3% |
| 10Y | -100.0% | +3,124.7% | -3,224.7% | -100.0% |
| All | -100.0% | +6,849.7% | -6,949.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling