-100.0%
SOXS vs NRG
+203.5%
-303.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -3.6% |
| 7D | -4.7% | -4.7% | -0.1% | -9.9% |
| 30D | +7.7% | -6.0% | +13.7% | +1.6% |
| 3M | -10.2% | -8.0% | -2.2% | -14.2% |
| 6M | -99.2% | -23.2% | -76.0% | -99.0% |
| YTD | -99.5% | -28.1% | -71.5% | -99.4% |
| 1Y | -99.8% | -27.3% | -72.5% | -99.7% |
| 3Y | -100.0% | +208.7% | -308.6% | -99.8% |
| All | -100.0% | +203.5% | -303.5% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling