-100.0%
SOXS vs NEM
+266.8%
-366.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.3% |
| 7D | -16.6% | +3.1% | -19.6% | -15.3% |
| 30D | -4.4% | +10.0% | -14.4% | +0.9% |
| 3M | -26.2% | +30.9% | -57.1% | -11.2% |
| 6M | -99.3% | +10.5% | -109.8% | -98.9% |
| YTD | -99.5% | +29.7% | -129.3% | -99.2% |
| 1Y | -99.8% | +71.1% | -170.9% | -99.6% |
| 3Y | -100.0% | +252.1% | -352.1% | -100.0% |
| 5Y | -100.0% | +157.7% | -257.7% | -100.0% |
| 10Y | -100.0% | +319.4% | -419.4% | -100.0% |
| All | -100.0% | +266.8% | -366.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling