+2,502.1%
SOXX vs ETR
+1,278.3%
+1,223.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | +3.0% | -1.9% | +4.9% | +3.9% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | -4.4% | -3.7% | -0.7% | -3.0% |
| 6M | +52.9% | +2.1% | +50.8% | +50.6% |
| YTD | +72.0% | +16.5% | +55.5% | +60.2% |
| 1Y | +105.1% | +22.5% | +82.6% | +87.0% |
| 3Y | +220.6% | +144.7% | +75.9% | +111.4% |
| 5Y | +244.8% | +125.2% | +119.6% | +131.7% |
| 10Y | +1,537.1% | +296.9% | +1,240.3% | +715.8% |
| All | +2,502.1% | +1,278.3% | +1,223.7% | +611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling