+2,550.6%
SOXX vs NEM
+905.9%
+1,644.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | -3.6% | +7.8% | -11.4% | -4.7% |
| 3M | -10.2% | +30.2% | -40.4% | -13.7% |
| 6M | +54.2% | +9.6% | +44.6% | +51.8% |
| YTD | +75.2% | +27.8% | +47.4% | +68.7% |
| 1Y | +107.5% | +60.7% | +46.8% | +93.4% |
| 3Y | +226.8% | +245.3% | -18.5% | +172.7% |
| 5Y | +251.2% | +155.3% | +95.9% | +199.9% |
| 10Y | +1,567.6% | +313.2% | +1,254.5% | +1,222.2% |
| All | +2,550.6% | +905.9% | +1,644.7% | +2,514.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded NEM 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling