+2,502.1%
SOXX vs NEE
+2,366.4%
+135.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.6% |
| 7D | +3.0% | -1.9% | +5.0% | +3.9% |
| 30D | -3.1% | -3.1% | 0.0% | -1.8% |
| 3M | -4.4% | -2.4% | -2.0% | -3.6% |
| 6M | +52.9% | -8.6% | +61.5% | +58.0% |
| YTD | +72.0% | +4.9% | +67.1% | +66.5% |
| 1Y | +105.1% | +19.4% | +85.7% | +86.9% |
| 3Y | +220.6% | +34.9% | +185.8% | +160.4% |
| 5Y | +244.8% | +11.0% | +233.8% | +203.5% |
| 10Y | +1,537.1% | +252.3% | +1,284.8% | +661.1% |
| All | +2,502.1% | +2,366.4% | +135.7% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling