Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SOXX vs NOK✓SelectedUSD · NOKSOXX vs NOK performance historyLatest closeAs of+1.86%09/11
Stock and ETF performance explorer

SOXX vs NOK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,550.6%
NOK return
+24.3%
Excess return
+2,526.3%
Maximum drawdown
-70.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNOKExcessAlpha
1D+1.9%+4.8%-2.9%+0.1%
7D+1.4%+11.0%-9.6%-2.5%
30D-3.6%+7.8%-11.4%-6.2%
3M-10.2%-21.0%+10.9%-2.3%
6M+54.2%+40.9%+13.4%+34.8%
YTD+75.2%+72.0%+3.2%+41.7%
1Y+107.5%+140.9%-33.4%+45.8%
3Y+226.8%+194.3%+32.5%+108.4%
5Y+251.2%+112.5%+138.7%+151.8%
10Y+1,567.6%+137.7%+1,429.9%+868.3%
All+2,550.6%+24.3%+2,526.3%+1,232.8%

Cumulative growth

Daily Returns

Daily percentage return beside NOK.

Daily Out/Under-Performance

Portfolio return minus NOK return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × NOK 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 NOK 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