+247.9%
SOXX vs NTR
+45.7%
+202.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | -3.6% | +16.8% | -20.4% | -7.0% |
| 3M | -10.2% | +20.7% | -30.9% | -14.3% |
| 6M | +54.2% | +0.5% | +53.7% | +52.8% |
| YTD | +75.2% | +29.2% | +46.0% | +61.9% |
| 1Y | +107.5% | +39.6% | +67.9% | +87.0% |
| 3Y | +226.8% | +37.9% | +188.9% | +189.7% |
| All | +247.9% | +45.7% | +202.2% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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