-100.0%
SOXS vs NXPI
+1,854.5%
-1,954.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.1% | -7.7% |
| 7D | -15.6% | +0.7% | -16.2% | -14.7% |
| 30D | +4.8% | -6.6% | +11.4% | -5.1% |
| 3M | -21.6% | -25.4% | +3.8% | -38.0% |
| 6M | -99.3% | +11.9% | -111.3% | -97.3% |
| YTD | -99.5% | +4.0% | -103.5% | -98.2% |
| 1Y | -99.8% | +1.0% | -100.8% | -99.1% |
| 3Y | -100.0% | +16.3% | -116.3% | -99.8% |
| 5Y | -100.0% | +17.7% | -117.7% | -99.9% |
| 10Y | -100.0% | +195.8% | -295.8% | -100.0% |
| All | -100.0% | +1,854.5% | -1,954.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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