-100.0%
SOXS vs NRG
+578.1%
-678.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -4.0% |
| 7D | -4.7% | -4.7% | -0.1% | -8.8% |
| 30D | +7.7% | -6.0% | +13.7% | +3.1% |
| 3M | -10.2% | -8.0% | -2.2% | -12.8% |
| 6M | -99.2% | -23.2% | -76.0% | -99.1% |
| 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% | -99.9% |
| 5Y | -100.0% | +197.7% | -297.6% | -100.0% |
| 10Y | -100.0% | +1,103.3% | -1,203.3% | -100.0% |
| All | -100.0% | +578.1% | -678.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling