-91.6%
SOXS vs NEE
+11.3%
-102.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.9% | +3.9% | +7.2% |
| 7D | +46.7% | +9.2% | +37.5% | +43.9% |
| 30D | +97.0% | +16.0% | +81.0% | +94.6% |
| 3M | +39.5% | +2.2% | +37.3% | +33.2% |
| 6M | -54.9% | -6.0% | -48.9% | -59.6% |
| YTD | -90.4% | +12.6% | -103.0% | -90.0% |
| 1Y | -91.6% | +11.4% | -103.0% | -91.2% |
| All | -91.6% | +11.3% | -102.9% | -91.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling