+113.9%
SOXX vs ET
+31.4%
+82.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.6% |
| 7D | +2.2% | +0.9% | +1.3% | +2.4% |
| 30D | -2.0% | +7.5% | -9.5% | -0.4% |
| 3M | -13.7% | +11.4% | -25.1% | -11.0% |
| 6M | +52.4% | +18.5% | +33.8% | +54.3% |
| YTD | +72.8% | +37.4% | +35.4% | +65.7% |
| 1Y | +113.9% | +30.9% | +83.0% | +100.1% |
| All | +113.9% | +31.4% | +82.5% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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