-99.8%
SOXS vs NVTS
+109.2%
-209.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +6.3% | -16.5% | -6.1% |
| 7D | -7.0% | +2.7% | -9.7% | -4.6% |
| 30D | +2.8% | -4.5% | +7.2% | +3.7% |
| 3M | -9.8% | -61.5% | +51.7% | -31.2% |
| 6M | -99.2% | +28.0% | -127.2% | -97.8% |
| YTD | -99.5% | +65.3% | -164.8% | -98.4% |
| 1Y | -99.8% | +113.0% | -212.8% | -99.2% |
| All | -99.8% | +109.2% | -209.0% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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