+2,138.4%
SOXX vs NET
+1,381.0%
+757.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.6% | -2.6% |
| 7D | +158.9% | -16.4% | +175.2% | +168.2% |
| 30D | +129.2% | -25.8% | +155.1% | +144.3% |
| 3M | +149.7% | -11.5% | +161.2% | +152.6% |
| 6M | +193.4% | +18.9% | +174.5% | +170.0% |
| YTD | +351.0% | +35.2% | +315.8% | +292.8% |
| 1Y | +360.5% | +14.5% | +346.1% | +319.0% |
| 3Y | +797.8% | +313.8% | +484.0% | +465.5% |
| 5Y | +789.9% | +32.6% | +757.4% | +539.3% |
| All | +2,138.4% | +1,381.0% | +757.4% | +771.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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