+247.9%
SOXX vs GE
+418.3%
-170.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +2.0% |
| 7D | +1.4% | -4.0% | +5.4% | +3.8% |
| 30D | -3.6% | -11.4% | +7.8% | +3.3% |
| 3M | -10.2% | -2.6% | -7.5% | -9.3% |
| 6M | +54.2% | -0.3% | +54.6% | +52.2% |
| YTD | +75.2% | +5.4% | +69.9% | +66.1% |
| 1Y | +107.5% | +15.5% | +92.0% | +85.3% |
| 3Y | +226.8% | +260.8% | -34.0% | +37.5% |
| All | +247.9% | +418.3% | -170.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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