+38.1%
SOXX vs NTRS
+37.5%
+0.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.0% |
| 7D | -13.1% | +2.1% | -15.3% | -13.9% |
| 30D | -29.7% | +2.7% | -32.4% | -30.5% |
| 3M | -23.0% | -5.7% | -17.3% | -20.1% |
| 6M | -19.1% | +6.8% | -25.9% | -21.7% |
| YTD | +36.2% | +28.4% | +7.9% | +14.3% |
| 1Y | +38.1% | +37.5% | +0.6% | +10.8% |
| All | +38.1% | +37.5% | +0.7% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling