-87.2%
SOXS vs NRG
-51.3%
-35.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -3.2% | +42.5% | +35.3% |
| 7D | +94.9% | -17.0% | +111.9% | +61.7% |
| 30D | +174.1% | -21.9% | +196.0% | +117.0% |
| 3M | +82.4% | -32.9% | +115.4% | +22.8% |
| 6M | -27.7% | -48.4% | +20.7% | -60.9% |
| YTD | -86.6% | -48.7% | -37.9% | -91.7% |
| 1Y | -87.2% | -52.8% | -34.4% | -92.6% |
| All | -87.2% | -51.3% | -35.9% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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