+193.5%
NRG vs SOXQ
+258.1%
-64.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.8% |
| 7D | -4.7% | +0.8% | -5.4% | -5.0% |
| 30D | -6.0% | -4.6% | -1.4% | -3.9% |
| 3M | -8.0% | -10.2% | +2.2% | -4.9% |
| 6M | -23.2% | +49.7% | -72.8% | -39.3% |
| YTD | -28.1% | +67.2% | -95.3% | -46.1% |
| 1Y | -27.3% | +98.0% | -125.3% | -49.7% |
| 3Y | +208.7% | +237.2% | -28.5% | +71.5% |
| All | +193.5% | +258.1% | -64.6% | +56.3% |
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