+52.5%
SOXX vs GEV
+46.2%
+6.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.3% | +6.2% | +1.9% |
| 7D | -13.7% | -5.1% | -8.6% | -11.4% |
| 30D | -23.6% | -15.8% | -7.8% | -16.5% |
| 3M | -16.9% | -18.2% | +1.3% | -8.0% |
| 6M | -2.4% | -22.4% | +20.0% | +10.5% |
| YTD | +49.8% | +27.7% | +22.1% | +40.5% |
| 1Y | +52.5% | +52.4% | +0.2% | +32.2% |
| All | +52.5% | +46.2% | +6.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1y: compounded portfolio wealth divided by compounded GEV 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…
1y analysis · Full analysis span regression · 6 months rolling