+2,804.2%
SOXX vs ITOT
+887.7%
+1,916.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +0.8% |
| 7D | +1.4% | -0.9% | +2.3% | +2.6% |
| 30D | -3.6% | -1.5% | -2.1% | -1.7% |
| 3M | -10.2% | +3.6% | -13.7% | -13.4% |
| 6M | +54.2% | +13.7% | +40.5% | +33.4% |
| YTD | +75.2% | +12.9% | +62.3% | +53.4% |
| 1Y | +107.5% | +17.2% | +90.3% | +74.5% |
| 3Y | +226.8% | +75.6% | +151.1% | +72.8% |
| 5Y | +251.2% | +75.5% | +175.7% | +93.9% |
| 10Y | +1,567.6% | +302.0% | +1,265.7% | +267.2% |
| All | +2,804.2% | +887.7% | +1,916.6% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling