+254.9%
SOXX vs NVTS
-16.8%
+271.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.3% |
| 7D | +1.4% | -1.4% | +2.8% | +1.6% |
| 30D | -3.6% | -16.5% | +12.9% | -1.2% |
| 3M | -10.2% | -47.6% | +37.5% | -2.6% |
| 6M | +54.2% | +7.3% | +47.0% | +49.6% |
| YTD | +75.2% | +62.9% | +12.3% | +59.3% |
| 1Y | +107.5% | +91.3% | +16.2% | +81.0% |
| 3Y | +226.8% | +43.4% | +183.4% | +176.7% |
| All | +254.9% | -16.8% | +271.7% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling