+2,502.1%
SOXX vs BTI
+2,603.7%
-101.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.1% |
| 7D | +3.0% | -2.0% | +5.0% | +3.7% |
| 30D | -3.1% | -3.4% | +0.3% | -2.1% |
| 3M | -4.4% | -9.0% | +4.6% | -2.3% |
| 6M | +52.9% | -5.0% | +57.9% | +53.1% |
| YTD | +72.0% | -0.3% | +72.3% | +69.1% |
| 1Y | +105.1% | +3.1% | +102.0% | +98.7% |
| 3Y | +220.6% | +111.0% | +109.6% | +132.5% |
| 5Y | +244.8% | +117.0% | +127.8% | +144.4% |
| 10Y | +1,537.1% | +73.9% | +1,463.2% | +1,112.9% |
| All | +2,502.1% | +2,603.7% | -101.6% | +1,159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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