+2,502.1%
SOXX vs NOC
+2,333.9%
+168.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +3.0% | -1.8% | +4.8% | +3.6% |
| 30D | -3.1% | -9.4% | +6.3% | +0.1% |
| 3M | -4.4% | -3.8% | -0.6% | -4.0% |
| 6M | +52.9% | -28.8% | +81.6% | +70.6% |
| YTD | +72.0% | -7.9% | +79.9% | +73.3% |
| 1Y | +105.1% | -9.0% | +114.2% | +107.0% |
| 3Y | +220.6% | +29.1% | +191.5% | +170.3% |
| 5Y | +244.8% | +58.9% | +185.9% | +153.3% |
| 10Y | +1,537.1% | +191.2% | +1,345.9% | +760.3% |
| All | +2,502.1% | +2,333.9% | +168.1% | +595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling