+247.9%
SOXX vs ETR
+122.3%
+125.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | +1.4% | -1.8% | +3.2% | +1.8% |
| 30D | -3.6% | -1.8% | -1.8% | -3.2% |
| 3M | -10.2% | -3.6% | -6.6% | -9.5% |
| 6M | +54.2% | +2.6% | +51.6% | +52.8% |
| YTD | +75.2% | +16.0% | +59.2% | +68.9% |
| 1Y | +107.5% | +20.1% | +87.4% | +98.8% |
| 3Y | +226.8% | +143.6% | +83.2% | +169.6% |
| All | +247.9% | +122.3% | +125.6% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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