+2,550.6%
SOXX vs NI
+1,002.6%
+1,547.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | -10.2% | -10.6% | +0.4% | -5.5% |
| 6M | +54.2% | -9.3% | +63.6% | +60.5% |
| YTD | +75.2% | +1.1% | +74.1% | +72.8% |
| 1Y | +107.5% | +3.4% | +104.1% | +102.1% |
| 3Y | +226.8% | +67.9% | +158.9% | +145.5% |
| 5Y | +251.2% | +98.0% | +153.3% | +138.2% |
| 10Y | +1,567.6% | +143.6% | +1,424.1% | +842.7% |
| All | +2,550.6% | +1,002.6% | +1,547.9% | +399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling