+1,537.1%
SOXX vs ET
+177.0%
+1,360.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -3.6% | +2.9% | -6.4% | -4.5% |
| 3M | -10.2% | +16.8% | -26.9% | -14.8% |
| 6M | +54.2% | +18.9% | +35.4% | +44.9% |
| YTD | +75.2% | +37.7% | +37.5% | +56.6% |
| 1Y | +107.5% | +32.4% | +75.1% | +87.8% |
| 3Y | +226.8% | +99.5% | +127.3% | +161.7% |
| 5Y | +251.2% | +244.0% | +7.3% | +139.9% |
| All | +1,537.1% | +177.0% | +1,360.1% | +1,042.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling