+249.6%
NRG vs SOXQ
+286.7%
-37.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.2% |
| 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% | +71.7% |
| 5Y | +197.7% | +261.3% | -63.6% | +54.6% |
| All | +249.6% | +286.7% | -37.1% | +75.9% |
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