+1,537.1%
SOXX vs FE
+114.2%
+1,422.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | -3.6% | -1.9% | -1.7% | -3.1% |
| 3M | -10.2% | -0.2% | -10.0% | -10.4% |
| 6M | +54.2% | -7.1% | +61.3% | +56.8% |
| YTD | +75.2% | +6.1% | +69.1% | +70.8% |
| 1Y | +107.5% | +10.1% | +97.4% | +99.6% |
| 3Y | +226.8% | +46.9% | +179.9% | +179.5% |
| 5Y | +251.2% | +50.0% | +201.2% | +195.0% |
| All | +1,537.1% | +114.2% | +1,422.9% | +1,265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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