-100.0%
SOXS vs NVTS
-17.0%
-83.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -3.3% |
| 7D | -16.6% | +3.5% | -20.1% | -15.1% |
| 30D | -4.4% | -11.9% | +7.6% | -7.4% |
| 3M | -26.2% | -49.2% | +23.0% | -33.5% |
| 6M | -99.3% | +38.4% | -137.7% | -98.2% |
| YTD | -99.5% | +62.5% | -162.0% | -98.7% |
| 1Y | -99.8% | +101.4% | -201.2% | -99.2% |
| 3Y | -100.0% | +40.4% | -140.4% | -99.9% |
| All | -100.0% | -17.0% | -83.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling