+2,557.3%
SOXX vs FE
+344.1%
+2,213.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +5.6% | +0.6% | +5.0% | +5.4% |
| 30D | -2.7% | -2.1% | -0.6% | -2.0% |
| 3M | -7.5% | +2.6% | -10.1% | -8.7% |
| 6M | +63.5% | -6.8% | +70.3% | +66.5% |
| YTD | +75.7% | +6.9% | +68.8% | +69.9% |
| 1Y | +113.3% | +11.6% | +101.8% | +102.6% |
| 3Y | +227.4% | +47.7% | +179.7% | +173.1% |
| 5Y | +256.2% | +46.2% | +210.0% | +194.9% |
| 10Y | +1,512.5% | +109.2% | +1,403.3% | +1,004.8% |
| All | +2,557.3% | +344.1% | +2,213.2% | +1,120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling