+247.9%
SOXX vs NOC
+58.2%
+189.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | +0.8% | +0.6% | +1.4% |
| 30D | -3.6% | -9.7% | +6.1% | -4.1% |
| 3M | -10.2% | -5.6% | -4.5% | -10.2% |
| 6M | +54.2% | -28.6% | +82.8% | +54.0% |
| YTD | +75.2% | -7.9% | +83.1% | +75.0% |
| 1Y | +107.5% | -9.5% | +117.0% | +107.3% |
| 3Y | +226.8% | +28.4% | +198.4% | +223.8% |
| All | +247.9% | +58.2% | +189.7% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 5y: compounded portfolio wealth divided by compounded NOC 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…
5y analysis · Full analysis span regression · 6 months rolling