+241.5%
SOXX vs BIL
+19.4%
+222.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.0% | +0.1% | +3.0% | +3.1% |
| 30D | -3.1% | +0.3% | -3.4% | -2.5% |
| 3M | -4.4% | +0.9% | -5.3% | -2.9% |
| 6M | +52.9% | +1.8% | +51.1% | +54.2% |
| YTD | +72.0% | +2.5% | +69.5% | +71.7% |
| 1Y | +105.1% | +3.7% | +101.4% | +101.6% |
| 3Y | +220.6% | +14.1% | +206.5% | +69.8% |
| All | +241.5% | +19.4% | +222.1% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling