+247.9%
SOXX vs MTB
+104.1%
+143.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | -10.2% | +6.0% | -16.1% | -12.8% |
| 6M | +54.2% | +19.6% | +34.6% | +41.8% |
| YTD | +75.2% | +21.5% | +53.7% | +59.7% |
| 1Y | +107.5% | +24.7% | +82.8% | +86.5% |
| 3Y | +226.8% | +108.6% | +118.2% | +136.8% |
| All | +247.9% | +104.1% | +143.8% | +165.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling