+163.5%
SOXX vs BTSG
+382.3%
-218.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.6% | +3.9% | -0.8% |
| 7D | +3.0% | -5.8% | +8.8% | +4.8% |
| 30D | -3.1% | 0.0% | -3.1% | -3.3% |
| 3M | -4.4% | -4.5% | +0.1% | -3.9% |
| 6M | +52.9% | +40.0% | +12.9% | +38.0% |
| YTD | +72.0% | +54.6% | +17.5% | +51.3% |
| 1Y | +105.1% | +106.1% | -1.0% | +67.8% |
| All | +163.5% | +382.3% | -218.9% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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