+174.9%
SOXX vs NET
+36.7%
+138.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.6% | -2.5% |
| 7D | -13.7% | -16.4% | +2.7% | -9.6% |
| 30D | -23.6% | -25.8% | +2.2% | -17.6% |
| 3M | -16.9% | -11.5% | -5.3% | -15.0% |
| 6M | -2.4% | +18.9% | -21.3% | -9.6% |
| YTD | +49.8% | +35.2% | +14.6% | +31.0% |
| 1Y | +52.5% | +14.5% | +38.1% | +39.7% |
| 3Y | +189.2% | +313.8% | -124.6% | +79.5% |
| 5Y | +174.9% | +32.6% | +142.3% | +86.0% |
| All | +174.9% | +36.7% | +138.2% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling