+813.0%
SOXX vs BE
+1,282.3%
-469.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -2.1% |
| 7D | +3.0% | +9.7% | -6.7% | +1.4% |
| 30D | -3.1% | +22.4% | -25.5% | -6.5% |
| 3M | -4.4% | +10.4% | -14.8% | -7.1% |
| 6M | +52.9% | +67.9% | -15.0% | +37.6% |
| YTD | +72.0% | +197.5% | -125.5% | +40.7% |
| 1Y | +105.1% | +310.6% | -205.5% | +56.2% |
| 3Y | +220.6% | +1,657.2% | -1,436.6% | +80.4% |
| 5Y | +244.8% | +1,218.2% | -973.4% | +94.3% |
| All | +813.0% | +1,282.3% | -469.3% | +317.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling