+107.5%
SOXX vs NRG
-28.9%
+136.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.2% |
| 7D | +1.4% | -4.7% | +6.1% | +3.4% |
| 30D | -3.6% | -6.0% | +2.4% | -1.4% |
| 3M | -10.2% | -8.0% | -2.2% | -9.1% |
| 6M | +54.2% | -23.2% | +77.4% | +66.9% |
| YTD | +75.2% | -28.1% | +103.3% | +94.2% |
| 1Y | +107.5% | -27.3% | +134.8% | +132.5% |
| All | +107.5% | -28.9% | +136.4% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling