-91.6%
SOXS vs NVTS
-9.1%
-82.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.0% | -0.2% | +15.6% |
| 7D | +46.7% | -0.3% | +47.0% | +49.3% |
| 30D | +97.0% | -24.4% | +121.4% | +73.3% |
| 3M | +39.5% | -26.5% | +66.0% | +30.1% |
| 6M | -54.9% | -41.4% | -13.5% | -50.2% |
| YTD | -90.4% | +30.7% | -121.1% | -79.1% |
| 1Y | -91.6% | -10.8% | -80.8% | -84.3% |
| All | -91.6% | -9.1% | -82.6% | -84.3% |
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