+247.9%
SOXX vs BEN
+36.0%
+211.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -3.1% | +4.5% | +3.3% |
| 30D | -3.6% | +0.2% | -3.8% | -3.7% |
| 3M | -10.2% | +6.8% | -17.0% | -13.9% |
| 6M | +54.2% | +38.1% | +16.1% | +26.7% |
| YTD | +75.2% | +44.3% | +30.9% | +39.2% |
| 1Y | +107.5% | +42.6% | +64.9% | +65.5% |
| 3Y | +226.8% | +52.3% | +174.5% | +138.2% |
| All | +247.9% | +36.0% | +211.9% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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