+360.5%
SOXX vs NVT
+3.0%
+357.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -12.7% | +9.6% | +4.1% |
| 7D | +158.9% | -19.5% | +178.4% | +194.2% |
| 30D | +129.2% | -32.4% | +161.6% | +194.2% |
| 3M | +149.7% | -30.3% | +180.0% | +210.9% |
| 6M | +193.4% | -30.4% | +223.9% | +271.8% |
| YTD | +351.0% | +11.3% | +339.7% | +315.7% |
| 1Y | +360.5% | +3.6% | +356.9% | +350.1% |
| All | +360.5% | +3.0% | +357.5% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling