+247.9%
SOXX vs NEE
+9.6%
+238.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | -3.6% | -3.3% | -0.3% | -2.8% |
| 3M | -10.2% | -2.3% | -7.9% | -9.8% |
| 6M | +54.2% | -8.9% | +63.1% | +57.3% |
| YTD | +75.2% | +4.8% | +70.4% | +72.1% |
| 1Y | +107.5% | +18.7% | +88.8% | +97.2% |
| 3Y | +226.8% | +33.2% | +193.5% | +192.6% |
| All | +247.9% | +9.6% | +238.3% | +225.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling