+1,537.1%
SOXX vs BIL
+25.3%
+1,511.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.5% |
| 30D | -3.6% | +0.3% | -3.9% | -3.1% |
| 3M | -10.2% | +0.9% | -11.1% | -9.1% |
| 6M | +54.2% | +1.8% | +52.4% | +56.2% |
| YTD | +75.2% | +2.5% | +72.7% | +77.4% |
| 1Y | +107.5% | +3.7% | +103.8% | +110.5% |
| 3Y | +226.8% | +14.1% | +212.6% | +177.0% |
| 5Y | +251.2% | +19.5% | +231.8% | +170.7% |
| All | +1,537.1% | +25.3% | +1,511.8% | +1,321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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