+30.8%
SOXX vs BTDR
-75.7%
+106.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -18.7% | -52.0% | -66.7% |
| 7D | -23.0% | -29.9% | +7.0% | -10.0% |
| 30D | -32.9% | -51.3% | +18.5% | -15.0% |
| 3M | -25.3% | -52.0% | +26.7% | -6.4% |
| 6M | -17.8% | -57.5% | +39.7% | +4.6% |
| YTD | +32.1% | -52.6% | +84.7% | +60.4% |
| 1Y | +30.8% | -76.0% | +106.7% | +67.2% |
| All | +30.8% | -75.7% | +106.4% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling