-99.8%
SOXS vs NEM
+73.9%
-173.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.8% | -8.4% | -12.4% |
| 7D | -7.0% | +0.3% | -7.3% | -6.7% |
| 30D | +2.8% | +23.1% | -20.3% | +34.6% |
| 3M | -9.8% | +18.5% | -28.3% | +27.2% |
| 6M | -99.2% | +7.8% | -107.0% | -98.0% |
| YTD | -99.5% | +29.1% | -128.6% | -98.5% |
| 1Y | -99.8% | +72.7% | -172.4% | -99.2% |
| All | -99.8% | +73.9% | -173.7% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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