+1,537.1%
SOXX vs IT
+103.1%
+1,434.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +0.1% |
| 7D | +1.4% | -3.7% | +5.1% | +2.5% |
| 30D | -3.6% | +0.1% | -3.6% | -4.3% |
| 3M | -10.2% | +20.7% | -30.8% | -19.6% |
| 6M | +54.2% | +12.0% | +42.3% | +38.9% |
| YTD | +75.2% | -28.8% | +104.0% | +90.6% |
| 1Y | +107.5% | -25.5% | +133.0% | +118.4% |
| 3Y | +226.8% | -48.8% | +275.5% | +301.8% |
| 5Y | +251.2% | -42.7% | +294.0% | +304.3% |
| All | +1,537.1% | +103.1% | +1,434.0% | +962.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling