+226.8%
SOXX vs NEM
+243.4%
-16.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +1.4% | -1.0% | +2.4% | +1.7% |
| 30D | -3.6% | +7.8% | -11.4% | -5.8% |
| 3M | -10.2% | +30.2% | -40.4% | -17.1% |
| 6M | +54.2% | +9.6% | +44.6% | +48.5% |
| YTD | +75.2% | +27.8% | +47.4% | +63.0% |
| 1Y | +107.5% | +60.7% | +46.8% | +83.5% |
| 3Y | +226.8% | +245.3% | -18.5% | +145.5% |
| All | +226.8% | +243.4% | -16.6% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling