+52.5%
SOXX vs SE
-48.0%
+100.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.5% | -7.6% | -3.8% |
| 7D | -13.7% | +6.7% | -20.4% | -14.5% |
| 30D | -23.6% | -17.2% | -6.4% | -21.6% |
| 3M | -16.9% | -28.0% | +11.2% | -13.5% |
| 6M | -2.4% | -6.1% | +3.7% | -4.9% |
| YTD | +49.8% | -37.1% | +87.0% | +64.5% |
| 1Y | +52.5% | -48.8% | +101.3% | +81.5% |
| All | +52.5% | -48.0% | +100.6% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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