-4.4%
SOXX vs NVTS
-49.6%
+45.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -0.9% |
| 7D | +3.0% | +0.5% | +2.6% | +2.7% |
| 30D | -3.1% | -18.0% | +14.9% | +5.7% |
| 3M | -4.4% | -45.6% | +41.2% | +28.2% |
| All | -4.4% | -49.6% | +45.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3mo: compounded portfolio wealth divided by compounded NVTS 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…
3mo analysis · Full analysis span regression · Available span rolling