+1,537.1%
SOXX vs BTG
+159.3%
+1,377.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.4% | -3.8% | +5.1% | +1.9% |
| 30D | -3.6% | +3.6% | -7.2% | -4.2% |
| 3M | -10.2% | +32.0% | -42.2% | -14.0% |
| 6M | +54.2% | +3.4% | +50.9% | +52.1% |
| YTD | +75.2% | +20.8% | +54.4% | +69.0% |
| 1Y | +107.5% | +22.4% | +85.1% | +99.1% |
| 3Y | +226.8% | +91.7% | +135.0% | +192.9% |
| 5Y | +251.2% | +79.0% | +172.2% | +214.1% |
| All | +1,537.1% | +159.3% | +1,377.8% | +1,400.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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