+226.8%
SOXX vs IT
-49.4%
+276.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +1.5% |
| 7D | +1.4% | -3.7% | +5.1% | +1.6% |
| 30D | -3.6% | +0.1% | -3.6% | -3.8% |
| 3M | -10.2% | +20.7% | -30.8% | -12.3% |
| 6M | +54.2% | +12.0% | +42.3% | +51.2% |
| YTD | +75.2% | -28.8% | +104.0% | +95.7% |
| 1Y | +107.5% | -25.5% | +133.0% | +126.4% |
| 3Y | +226.8% | -48.8% | +275.5% | +353.0% |
| All | +226.8% | -49.4% | +276.2% | +353.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling