-99.8%
SOXS vs NVS
+27.7%
-127.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.9% | -8.3% | -9.7% |
| 7D | -7.0% | +4.0% | -11.0% | -7.7% |
| 30D | +2.8% | +3.6% | -0.8% | +2.0% |
| 3M | -9.8% | +7.8% | -17.7% | -8.8% |
| 6M | -99.2% | -0.2% | -99.0% | -99.3% |
| YTD | -99.5% | +19.6% | -119.1% | -99.5% |
| 1Y | -99.8% | +28.4% | -128.2% | -99.8% |
| All | -99.8% | +27.7% | -127.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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