+1,537.1%
SOXX vs NDAQ
+368.2%
+1,168.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.2% |
| 7D | +1.4% | -5.6% | +6.9% | +4.7% |
| 30D | -3.6% | -4.4% | +0.8% | -1.3% |
| 3M | -10.2% | +5.9% | -16.0% | -14.8% |
| 6M | +54.2% | +7.7% | +46.5% | +43.2% |
| YTD | +75.2% | -5.2% | +80.4% | +75.1% |
| 1Y | +107.5% | -3.4% | +110.9% | +103.9% |
| 3Y | +226.8% | +85.6% | +141.1% | +105.5% |
| 5Y | +251.2% | +49.5% | +201.7% | +151.7% |
| All | +1,537.1% | +368.2% | +1,168.9% | +514.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling