+247.9%
SOXX vs BE
+1,305.5%
-1,057.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.7% | -4.8% | +0.5% |
| 7D | +1.4% | +9.0% | -7.7% | -0.5% |
| 30D | -3.6% | +16.3% | -19.8% | -6.7% |
| 3M | -10.2% | +10.8% | -21.0% | -13.5% |
| 6M | +54.2% | +73.2% | -19.0% | +34.3% |
| YTD | +75.2% | +217.4% | -142.1% | +34.9% |
| 1Y | +107.5% | +309.8% | -202.3% | +47.8% |
| 3Y | +226.8% | +1,726.2% | -1,499.4% | +56.6% |
| All | +247.9% | +1,305.5% | -1,057.6% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling