+107.8%
NEM vs SOXQ
+279.9%
-172.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.4% |
| 7D | -3.3% | +2.3% | -5.6% | -3.9% |
| 30D | +7.8% | -3.9% | +11.7% | +8.8% |
| 3M | +36.3% | -4.7% | +41.0% | +36.7% |
| 6M | +6.6% | +47.9% | -41.3% | -2.8% |
| YTD | +27.1% | +64.3% | -37.2% | +13.8% |
| 1Y | +62.3% | +95.7% | -33.4% | +40.7% |
| 3Y | +245.1% | +231.5% | +13.6% | +167.9% |
| 5Y | +154.0% | +255.0% | -101.0% | +76.0% |
| All | +107.8% | +279.9% | -172.1% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling