+157.7%
SOXX vs NET
+13.2%
+144.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -8.3% | -62.4% | -68.7% |
| 7D | -23.0% | -21.2% | -1.8% | -15.3% |
| 30D | -32.9% | -31.1% | -1.7% | -23.7% |
| 3M | -25.3% | -16.5% | -8.8% | -19.9% |
| 6M | -17.8% | 0.0% | -17.8% | -17.6% |
| YTD | +32.1% | +24.0% | +8.1% | +22.0% |
| 1Y | +30.8% | +7.0% | +23.8% | +25.9% |
| 3Y | +162.9% | +279.6% | -116.6% | +72.3% |
| 5Y | +157.7% | +24.0% | +133.8% | +83.9% |
| All | +157.7% | +13.2% | +144.6% | +83.9% |
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