+2,502.1%
SOXX vs NSC
+2,431.1%
+71.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.0% | -1.4% | +4.4% | +3.8% |
| 30D | -3.1% | -3.4% | +0.2% | -1.5% |
| 3M | -4.4% | +5.1% | -9.5% | -7.4% |
| 6M | +52.9% | +9.2% | +43.7% | +44.3% |
| YTD | +72.0% | +13.4% | +58.6% | +58.6% |
| 1Y | +105.1% | +20.8% | +84.3% | +82.6% |
| 3Y | +220.6% | +76.1% | +144.5% | +128.3% |
| 5Y | +244.8% | +45.3% | +199.5% | +170.4% |
| 10Y | +1,537.1% | +335.7% | +1,201.4% | +598.2% |
| All | +2,502.1% | +2,431.1% | +71.0% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling