+107.5%
SOXX vs SE
-45.5%
+153.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +1.4% | -5.2% | +6.6% | +2.2% |
| 30D | -3.6% | -17.1% | +13.5% | -0.8% |
| 3M | -10.2% | +24.0% | -34.1% | -15.1% |
| 6M | +54.2% | +21.0% | +33.3% | +45.2% |
| YTD | +75.2% | -16.7% | +91.9% | +83.8% |
| 1Y | +107.5% | -45.9% | +153.4% | +148.4% |
| All | +107.5% | -45.5% | +153.0% | +148.4% |
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