+3,460.2%
SOXX vs BTG
+373.5%
+3,086.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.4% | -3.8% | +5.1% | +1.7% |
| 30D | -3.6% | +3.6% | -7.2% | -3.9% |
| 3M | -10.2% | +32.0% | -42.2% | -12.5% |
| 6M | +54.2% | +3.4% | +50.9% | +53.0% |
| YTD | +75.2% | +20.8% | +54.4% | +71.5% |
| 1Y | +107.5% | +22.4% | +85.1% | +102.5% |
| 3Y | +226.8% | +91.7% | +135.0% | +205.6% |
| 5Y | +251.2% | +79.0% | +172.2% | +227.9% |
| 10Y | +1,567.6% | +152.6% | +1,415.1% | +1,399.5% |
| All | +3,460.2% | +373.5% | +3,086.6% | +2,940.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling