+210.6%
SOXX vs NVD
-99.1%
+309.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.8% | -12.4% | -3.6% |
| 7D | -4.3% | +18.3% | -22.7% | +0.8% |
| 30D | -9.6% | +9.0% | -18.6% | -6.2% |
| 3M | -16.5% | -15.1% | -1.4% | -17.4% |
| 6M | +50.3% | -40.9% | +91.2% | +38.4% |
| YTD | +65.3% | -40.4% | +105.8% | +55.6% |
| 1Y | +95.5% | -50.7% | +146.2% | +79.8% |
| 3Y | +207.2% | -99.1% | +306.3% | +37.8% |
| All | +210.6% | -99.1% | +309.6% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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