+247.9%
SOXX vs BTDR
+20.7%
+227.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.9% | +1.5% |
| 7D | +1.4% | -3.4% | +4.8% | +1.7% |
| 30D | -3.6% | +32.6% | -36.2% | -6.6% |
| 3M | -10.2% | -32.2% | +22.1% | -7.7% |
| 6M | +54.2% | +52.4% | +1.9% | +46.6% |
| YTD | +75.2% | +6.7% | +68.5% | +70.5% |
| 1Y | +107.5% | -15.2% | +122.7% | +103.2% |
| 3Y | +226.8% | +14.9% | +211.9% | +194.5% |
| All | +247.9% | +20.7% | +227.2% | +195.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling