-100.0%
SOXS vs NEE
+1,036.7%
-1,136.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -3.5% |
| 7D | -16.6% | -0.5% | -16.0% | -17.2% |
| 30D | -4.4% | -1.7% | -2.7% | -6.3% |
| 3M | -26.2% | -1.8% | -24.4% | -28.2% |
| 6M | -99.3% | -8.8% | -90.4% | -99.5% |
| YTD | -99.5% | +5.2% | -104.7% | -99.6% |
| 1Y | -99.8% | +21.3% | -121.1% | -99.8% |
| 3Y | -100.0% | +35.2% | -135.2% | -100.0% |
| 5Y | -100.0% | +10.1% | -110.1% | -100.0% |
| 10Y | -100.0% | +253.2% | -353.2% | -100.0% |
| All | -100.0% | +1,036.7% | -1,136.7% | -100.0% |
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