+274.7%
SOXX vs NXT
+168.4%
+106.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | +3.0% | -2.6% | +5.6% | +3.7% |
| 30D | -3.1% | -22.4% | +19.3% | +2.9% |
| 3M | -4.4% | -27.3% | +22.9% | +3.2% |
| 6M | +52.9% | -28.5% | +81.4% | +64.4% |
| YTD | +72.0% | -6.6% | +78.6% | +75.1% |
| 1Y | +105.1% | +20.4% | +84.7% | +98.6% |
| 3Y | +220.6% | +90.9% | +129.7% | +174.6% |
| All | +274.7% | +168.4% | +106.3% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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