+1,537.1%
SOXX vs EW
+120.5%
+1,416.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +3.0% |
| 7D | +1.4% | -6.2% | +7.5% | +3.9% |
| 30D | -3.6% | -9.3% | +5.8% | +0.2% |
| 3M | -10.2% | -1.6% | -8.5% | -10.3% |
| 6M | +54.2% | -0.8% | +55.1% | +53.0% |
| YTD | +75.2% | -1.0% | +76.2% | +73.8% |
| 1Y | +107.5% | +8.2% | +99.4% | +97.5% |
| 3Y | +226.8% | +12.7% | +214.1% | +188.1% |
| 5Y | +251.2% | -30.2% | +281.4% | +278.7% |
| All | +1,537.1% | +120.5% | +1,416.6% | +1,024.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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