+247.9%
SOXX vs BTG
+78.0%
+169.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.4% | -3.8% | +5.1% | +2.2% |
| 30D | -3.6% | +3.6% | -7.2% | -4.5% |
| 3M | -10.2% | +32.0% | -42.2% | -16.1% |
| 6M | +54.2% | +3.4% | +50.9% | +50.9% |
| YTD | +75.2% | +20.8% | +54.4% | +65.3% |
| 1Y | +107.5% | +22.4% | +85.1% | +93.8% |
| 3Y | +226.8% | +91.7% | +135.0% | +170.6% |
| All | +247.9% | +78.0% | +169.9% | +190.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling