+54.2%
SOXX vs SE
+20.2%
+34.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.9% |
| 7D | +1.4% | -5.2% | +6.6% | +1.7% |
| 30D | -3.6% | -17.1% | +13.5% | -2.6% |
| 3M | -10.2% | +24.0% | -34.1% | -13.1% |
| 6M | +54.2% | +21.0% | +33.3% | +50.3% |
| All | +54.2% | +20.2% | +34.1% | +50.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling