+247.9%
SOXX vs NI
+96.9%
+151.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | 0.0% | +1.3% | +1.4% |
| 30D | -3.6% | -1.4% | -2.2% | -3.2% |
| 3M | -10.2% | -10.6% | +0.4% | -7.6% |
| 6M | +54.2% | -9.3% | +63.6% | +57.6% |
| YTD | +75.2% | +1.1% | +74.1% | +73.3% |
| 1Y | +107.5% | +3.4% | +104.1% | +103.6% |
| 3Y | +226.8% | +67.9% | +158.9% | +177.8% |
| All | +247.9% | +96.9% | +151.0% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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