+318.9%
SOXX vs NVDL
+2,476.2%
-2,157.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +1.4% | -10.3% | +11.7% | +4.6% |
| 30D | -3.6% | -7.1% | +3.5% | -2.1% |
| 3M | -10.2% | +6.6% | -16.7% | -12.7% |
| 6M | +54.2% | +21.1% | +33.2% | +42.4% |
| YTD | +75.2% | +15.2% | +60.0% | +62.5% |
| 1Y | +107.5% | +18.8% | +88.7% | +88.1% |
| 3Y | +226.8% | +649.9% | -423.1% | +44.1% |
| All | +318.9% | +2,476.2% | -2,157.3% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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