+1,537.1%
SOXX vs NSC
+332.1%
+1,205.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.4% |
| 7D | +1.4% | -2.8% | +4.2% | +3.0% |
| 30D | -3.6% | -4.5% | +0.9% | -1.2% |
| 3M | -10.2% | +3.5% | -13.7% | -12.5% |
| 6M | +54.2% | +8.5% | +45.7% | +45.3% |
| YTD | +75.2% | +12.3% | +62.9% | +61.1% |
| 1Y | +107.5% | +18.9% | +88.6% | +84.2% |
| 3Y | +226.8% | +74.1% | +152.6% | +124.2% |
| 5Y | +251.2% | +43.9% | +207.3% | +167.8% |
| All | +1,537.1% | +332.1% | +1,205.0% | +635.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling