+1,537.1%
SOXX vs ES
+82.1%
+1,455.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | +1.4% | -3.6% | +4.9% | +2.2% |
| 30D | -3.6% | -4.2% | +0.7% | -2.7% |
| 3M | -10.2% | +0.1% | -10.3% | -10.5% |
| 6M | +54.2% | -6.2% | +60.5% | +55.7% |
| YTD | +75.2% | +4.1% | +71.1% | +71.9% |
| 1Y | +107.5% | +10.2% | +97.3% | +99.2% |
| 3Y | +226.8% | +26.1% | +200.7% | +194.1% |
| 5Y | +251.2% | -5.3% | +256.6% | +246.5% |
| All | +1,537.1% | +82.1% | +1,455.0% | +1,365.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling