+2,502.1%
SOXX vs NEM
+900.6%
+1,601.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.5% |
| 7D | +3.0% | -3.3% | +6.3% | +3.5% |
| 30D | -3.1% | +7.8% | -11.0% | -4.3% |
| 3M | -4.4% | +36.3% | -40.7% | -8.7% |
| 6M | +52.9% | +6.6% | +46.3% | +51.0% |
| YTD | +72.0% | +27.1% | +44.9% | +65.7% |
| 1Y | +105.1% | +62.3% | +42.8% | +90.9% |
| 3Y | +220.6% | +245.1% | -24.5% | +167.6% |
| 5Y | +244.8% | +154.0% | +90.8% | +194.6% |
| 10Y | +1,537.1% | +311.0% | +1,226.2% | +1,198.9% |
| All | +2,502.1% | +900.6% | +1,601.5% | +2,468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling