+107.5%
SOXX vs BE
+330.1%
-222.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.7% | -4.8% | +0.3% |
| 7D | +1.4% | +9.0% | -7.7% | -0.8% |
| 30D | -3.6% | +16.3% | -19.8% | -7.3% |
| 3M | -10.2% | +10.8% | -21.0% | -14.1% |
| 6M | +54.2% | +73.2% | -19.0% | +33.3% |
| YTD | +75.2% | +217.4% | -142.1% | +35.9% |
| 1Y | +107.5% | +309.8% | -202.3% | +60.8% |
| All | +107.5% | +330.1% | -222.6% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling