+113.9%
SOXX vs NTRS
+47.2%
+66.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | -2.0% | +1.7% | -3.7% | -3.0% |
| 3M | -13.7% | +8.9% | -22.6% | -17.8% |
| 6M | +52.4% | +30.6% | +21.8% | +29.5% |
| YTD | +72.8% | +38.7% | +34.1% | +41.4% |
| 1Y | +113.9% | +48.1% | +65.8% | +69.8% |
| All | +113.9% | +47.2% | +66.7% | +69.8% |
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