-91.6%
SOXS vs NVO
-7.7%
-84.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.0% | +3.8% | +9.1% |
| 7D | +46.7% | +10.2% | +36.5% | +47.9% |
| 30D | +97.0% | +12.4% | +84.6% | +99.2% |
| 3M | +39.5% | -3.5% | +43.1% | +37.6% |
| 6M | -54.9% | -3.8% | -51.2% | -55.1% |
| YTD | -90.4% | -13.0% | -77.4% | -89.5% |
| 1Y | -91.6% | -8.2% | -83.4% | -90.6% |
| All | -91.6% | -7.7% | -84.0% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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