+2,575.4%
SOXX vs ES
+715.5%
+1,859.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | +0.5% | -1.0% | +1.5% | +0.8% |
| 3M | -5.3% | +1.5% | -6.8% | -6.5% |
| 6M | +58.3% | -3.5% | +61.8% | +59.0% |
| YTD | +76.8% | +7.0% | +69.9% | +69.5% |
| 1Y | +114.6% | +15.3% | +99.3% | +97.2% |
| 3Y | +229.6% | +30.2% | +199.4% | +175.6% |
| 5Y | +257.3% | -4.3% | +261.6% | +240.0% |
| 10Y | +1,583.2% | +87.5% | +1,495.8% | +959.0% |
| All | +2,575.4% | +715.5% | +1,859.9% | +542.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling