+247.9%
SOXX vs ES
-6.1%
+254.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +1.9% |
| 7D | +1.4% | -3.6% | +4.9% | +1.7% |
| 30D | -3.6% | -4.2% | +0.7% | -3.2% |
| 3M | -10.2% | +0.1% | -10.3% | -10.4% |
| 6M | +54.2% | -6.2% | +60.5% | +54.8% |
| YTD | +75.2% | +4.1% | +71.1% | +73.3% |
| 1Y | +107.5% | +10.2% | +97.3% | +102.5% |
| 3Y | +226.8% | +26.1% | +200.7% | +206.1% |
| All | +247.9% | -6.1% | +254.0% | +256.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling