+247.9%
SOXX vs NVT
+419.5%
-171.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.8% | -1.3% |
| 7D | +1.4% | +4.1% | -2.7% | -1.5% |
| 30D | -3.6% | -5.1% | +1.6% | -0.4% |
| 3M | -10.2% | -1.2% | -9.0% | -9.4% |
| 6M | +54.2% | +46.6% | +7.7% | +19.9% |
| YTD | +75.2% | +60.0% | +15.2% | +28.1% |
| 1Y | +107.5% | +70.8% | +36.7% | +44.5% |
| 3Y | +226.8% | +187.5% | +39.2% | +48.0% |
| All | +247.9% | +419.5% | -171.6% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling