+247.9%
SOXX vs IT
-42.9%
+290.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +0.5% |
| 7D | +1.4% | -3.7% | +5.1% | +2.2% |
| 30D | -3.6% | +0.1% | -3.6% | -4.2% |
| 3M | -10.2% | +20.7% | -30.8% | -17.5% |
| 6M | +54.2% | +12.0% | +42.3% | +42.4% |
| YTD | +75.2% | -28.8% | +104.0% | +97.0% |
| 1Y | +107.5% | -25.5% | +133.0% | +125.0% |
| 3Y | +226.8% | -48.8% | +275.5% | +319.2% |
| All | +247.9% | -42.9% | +290.8% | +290.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling