+20,848.2%
SOXL vs NEE
+1,036.7%
+19,811.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.7% |
| 7D | +18.4% | -0.5% | +18.9% | +18.9% |
| 30D | -3.2% | -1.7% | -1.5% | -1.4% |
| 3M | -37.6% | -1.8% | -35.8% | -37.1% |
| 6M | +136.1% | -8.8% | +144.9% | +154.7% |
| YTD | +199.5% | +5.2% | +194.3% | +172.0% |
| 1Y | +363.2% | +21.3% | +341.9% | +256.9% |
| 3Y | +496.5% | +35.2% | +461.3% | +221.2% |
| 5Y | +184.8% | +10.1% | +174.7% | +114.0% |
| 10Y | +5,399.0% | +253.2% | +5,145.8% | +756.3% |
| All | +20,848.2% | +1,036.7% | +19,811.5% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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