-100.0%
SOXS vs NVO
+722.4%
-822.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.4% | -7.5% |
| 7D | -4.7% | -7.6% | +2.8% | -11.4% |
| 30D | +7.7% | -6.0% | +13.7% | +1.4% |
| 3M | -10.2% | -0.8% | -9.4% | -14.1% |
| 6M | -99.2% | +16.5% | -115.7% | -99.4% |
| YTD | -99.5% | -11.1% | -88.4% | -99.7% |
| 1Y | -99.8% | -16.7% | -83.0% | -99.8% |
| 3Y | -100.0% | -52.9% | -47.1% | -100.0% |
| 5Y | -100.0% | -3.0% | -97.0% | -100.0% |
| 10Y | -100.0% | +147.1% | -247.1% | -100.0% |
| All | -100.0% | +722.4% | -822.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling