-100.0%
SOXS vs NXT
+181.9%
-281.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -4.1% |
| 7D | -15.6% | +2.9% | -18.5% | -13.7% |
| 30D | +4.8% | -17.2% | +22.0% | -7.4% |
| 3M | -21.6% | -32.0% | +10.4% | -30.3% |
| 6M | -99.3% | -15.8% | -83.6% | -99.2% |
| YTD | -99.5% | -1.9% | -97.6% | -99.4% |
| 1Y | -99.8% | +22.5% | -122.3% | -99.6% |
| 3Y | -100.0% | +100.5% | -200.5% | -100.0% |
| All | -100.0% | +181.9% | -281.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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