+226.8%
SOXX vs ICE
+41.6%
+185.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.8% |
| 7D | +1.4% | -2.4% | +3.8% | +1.6% |
| 30D | -3.6% | +4.0% | -7.6% | -4.0% |
| 3M | -10.2% | +13.7% | -23.8% | -11.2% |
| 6M | +54.2% | +0.9% | +53.3% | +57.0% |
| YTD | +75.2% | -2.1% | +77.3% | +79.0% |
| 1Y | +107.5% | -9.5% | +117.0% | +120.9% |
| 3Y | +226.8% | +42.1% | +184.7% | +165.7% |
| All | +226.8% | +41.6% | +185.2% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 3y: compounded portfolio wealth divided by compounded ICE 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…
3y analysis · Full analysis span regression · 6 months rolling