+163.4%
SOXX vs NET
+280.3%
-116.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -8.3% | -62.4% | -69.0% |
| 7D | -23.0% | -21.2% | -1.8% | -16.1% |
| 30D | -32.9% | -31.1% | -1.7% | -24.5% |
| 3M | -25.3% | -16.5% | -8.8% | -20.6% |
| 6M | -17.8% | 0.0% | -17.8% | -18.4% |
| YTD | +32.1% | +24.0% | +8.1% | +19.4% |
| 1Y | +30.8% | +7.0% | +23.8% | +24.5% |
| All | +163.4% | +280.3% | -116.9% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling