+52.5%
SOXX vs IT
-17.9%
+70.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -2.8% |
| 7D | -13.7% | -5.5% | -8.2% | -14.5% |
| 30D | -23.6% | +10.3% | -33.9% | -21.7% |
| 3M | -16.9% | +11.5% | -28.4% | -14.1% |
| 6M | -2.4% | +40.3% | -42.7% | +8.0% |
| YTD | +49.8% | -17.9% | +67.7% | +65.3% |
| 1Y | +52.5% | -8.8% | +61.3% | +65.9% |
| All | +52.5% | -17.9% | +70.4% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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