+658.7%
SOXX vs NET
+1,449.6%
-790.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.0% |
| 7D | +2.2% | -7.0% | +9.2% | +4.0% |
| 30D | -2.0% | -4.8% | +2.7% | -1.3% |
| 3M | -13.7% | +3.8% | -17.5% | -15.0% |
| 6M | +52.4% | +50.0% | +2.3% | +32.6% |
| YTD | +72.8% | +41.5% | +31.3% | +51.0% |
| 1Y | +113.9% | +32.8% | +81.1% | +89.5% |
| 3Y | +210.7% | +335.9% | -125.1% | +95.1% |
| 5Y | +244.6% | +113.8% | +130.8% | +123.6% |
| All | +658.7% | +1,449.6% | -790.8% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling