+248.4%
SOXX vs NVTS
-20.2%
+268.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -2.2% |
| 7D | +3.0% | +0.5% | +2.6% | +3.0% |
| 30D | -3.1% | -18.0% | +14.9% | -0.5% |
| 3M | -4.4% | -45.6% | +41.2% | +3.2% |
| 6M | +52.9% | +28.5% | +24.4% | +44.7% |
| YTD | +72.0% | +56.2% | +15.8% | +57.3% |
| 1Y | +105.1% | +97.7% | +7.4% | +78.3% |
| 3Y | +220.6% | +35.0% | +185.6% | +174.4% |
| All | +248.4% | -20.2% | +268.6% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling