+360.5%
SOXX vs ES
-1.6%
+362.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.5% |
| 7D | +158.9% | +5.3% | +153.6% | +159.8% |
| 30D | +129.2% | +8.9% | +120.3% | +132.0% |
| 3M | +149.7% | -1.9% | +151.6% | +147.5% |
| 6M | +193.4% | +3.9% | +189.5% | +192.2% |
| YTD | +351.0% | +8.3% | +342.8% | +350.3% |
| 1Y | +360.5% | -0.1% | +360.7% | +359.7% |
| All | +360.5% | -1.6% | +362.1% | +359.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling