+226.8%
SOXX vs MTB
+114.2%
+112.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.7% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -3.6% | -4.8% | +1.2% | -1.4% |
| 3M | -10.2% | +6.0% | -16.1% | -13.2% |
| 6M | +54.2% | +19.6% | +34.6% | +40.0% |
| YTD | +75.2% | +21.5% | +53.7% | +57.3% |
| 1Y | +107.5% | +24.7% | +82.8% | +83.3% |
| 3Y | +226.8% | +108.6% | +118.2% | +134.0% |
| All | +226.8% | +114.2% | +112.6% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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