-91.6%
SOXS vs NVT
+3.0%
-94.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -12.7% | +21.5% | -18.0% |
| 7D | +46.7% | -19.5% | +66.1% | -3.2% |
| 30D | +97.0% | -32.4% | +129.4% | -4.6% |
| 3M | +39.5% | -30.3% | +69.9% | -20.9% |
| 6M | -54.9% | -30.4% | -24.5% | -62.8% |
| YTD | -90.4% | +11.3% | -101.7% | -76.4% |
| 1Y | -91.6% | +3.6% | -95.2% | -81.6% |
| All | -91.6% | +3.0% | -94.6% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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