+229.1%
SOXX vs NVD
-99.1%
+328.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +1.4% | +10.8% | -9.4% | +4.6% |
| 30D | -3.6% | +0.8% | -4.3% | -2.3% |
| 3M | -10.2% | -20.8% | +10.7% | -13.0% |
| 6M | +54.2% | -41.2% | +95.4% | +41.6% |
| YTD | +75.2% | -44.2% | +119.4% | +61.5% |
| 1Y | +107.5% | -54.2% | +161.7% | +86.5% |
| 3Y | +226.8% | -99.1% | +325.9% | +42.7% |
| All | +229.1% | -99.1% | +328.2% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling