+1,537.1%
SOXX vs NTRS
+259.9%
+1,277.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +1.4% | +1.4% | 0.0% | +0.6% |
| 30D | -3.6% | -0.7% | -2.9% | -3.3% |
| 3M | -10.2% | +11.3% | -21.5% | -15.7% |
| 6M | +54.2% | +35.5% | +18.7% | +29.3% |
| YTD | +75.2% | +40.6% | +34.6% | +43.5% |
| 1Y | +107.5% | +49.2% | +58.3% | +64.1% |
| 3Y | +226.8% | +167.2% | +59.5% | +83.5% |
| 5Y | +251.2% | +94.9% | +156.3% | +130.1% |
| All | +1,537.1% | +259.9% | +1,277.2% | +710.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling