+226.8%
SOXX vs NEE
+34.3%
+192.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | -3.6% | -3.3% | -0.3% | -3.3% |
| 3M | -10.2% | -2.3% | -7.9% | -10.0% |
| 6M | +54.2% | -8.9% | +63.1% | +55.5% |
| YTD | +75.2% | +4.8% | +70.4% | +74.2% |
| 1Y | +107.5% | +18.7% | +88.8% | +104.4% |
| 3Y | +226.8% | +33.2% | +193.5% | +208.1% |
| All | +226.8% | +34.3% | +192.5% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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