+830.0%
SOXX vs BE
+1,374.6%
-544.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.7% | -4.8% | +0.8% |
| 7D | +1.4% | +9.0% | -7.7% | -0.1% |
| 30D | -3.6% | +16.3% | -19.8% | -6.1% |
| 3M | -10.2% | +10.8% | -21.0% | -12.8% |
| 6M | +54.2% | +73.2% | -19.0% | +38.0% |
| YTD | +75.2% | +217.4% | -142.1% | +41.8% |
| 1Y | +107.5% | +309.8% | -202.3% | +57.9% |
| 3Y | +226.8% | +1,726.2% | -1,499.4% | +82.7% |
| 5Y | +251.2% | +1,306.2% | -1,054.9% | +95.8% |
| All | +830.0% | +1,374.6% | -544.6% | +320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 10y: compounded portfolio wealth divided by compounded BE 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…
10y analysis · Full analysis span regression · 6 months rolling