-91.6%
SOXS vs NEM
+50.9%
-142.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.9% | -1.1% | +20.7% |
| 7D | +46.7% | +3.7% | +43.0% | +52.1% |
| 30D | +97.0% | +2.0% | +95.0% | +101.9% |
| 3M | +39.5% | +21.1% | +18.4% | +83.4% |
| 6M | -54.9% | +9.5% | -64.4% | -38.5% |
| YTD | -90.4% | +19.1% | -109.4% | -83.4% |
| 1Y | -91.6% | +51.1% | -142.7% | -78.3% |
| All | -91.6% | +50.9% | -142.5% | -78.3% |
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