+11.3%
NEE vs SOXQ
+258.1%
-246.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.4% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | -3.3% | -4.6% | +1.2% | -2.8% |
| 3M | -2.3% | -10.2% | +7.9% | -1.5% |
| 6M | -8.9% | +49.7% | -58.5% | -14.9% |
| YTD | +4.8% | +67.2% | -62.5% | -3.9% |
| 1Y | +18.7% | +98.0% | -79.3% | +5.9% |
| 3Y | +33.2% | +237.2% | -203.9% | +2.9% |
| All | +11.3% | +258.1% | -246.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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