+557.8%
SOXX vs NET
+1,381.0%
-823.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.6% | -2.5% |
| 7D | -13.7% | -16.4% | +2.7% | -9.7% |
| 30D | -23.6% | -25.8% | +2.2% | -17.7% |
| 3M | -16.9% | -11.5% | -5.3% | -15.1% |
| 6M | -2.4% | +18.9% | -21.3% | -9.3% |
| YTD | +49.8% | +35.2% | +14.6% | +31.8% |
| 1Y | +52.5% | +14.5% | +38.1% | +40.2% |
| 3Y | +189.2% | +313.8% | -124.6% | +83.9% |
| 5Y | +174.9% | +32.6% | +142.3% | +99.4% |
| All | +557.8% | +1,381.0% | -823.2% | +158.3% |
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 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