-100.0%
SOXS vs NVS
+179.5%
-279.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.8% |
| 7D | -4.7% | -14.3% | +9.5% | -22.2% |
| 30D | +7.7% | -10.0% | +17.7% | -7.6% |
| 3M | -10.2% | -10.9% | +0.7% | -26.4% |
| 6M | -99.2% | -12.0% | -87.2% | -99.5% |
| YTD | -99.5% | +2.5% | -102.0% | -99.6% |
| 1Y | -99.8% | +10.7% | -110.4% | -99.8% |
| 3Y | -100.0% | +53.3% | -153.3% | -100.0% |
| 5Y | -100.0% | +93.6% | -193.6% | -100.0% |
| All | -100.0% | +179.5% | -279.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling