+911.9%
SOXX vs SE
+562.7%
+349.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | +3.0% | -4.8% | +7.8% | +4.2% |
| 30D | -3.1% | -18.1% | +15.0% | +1.5% |
| 3M | -4.4% | +30.6% | -35.0% | -11.5% |
| 6M | +52.9% | +20.8% | +32.1% | +43.2% |
| YTD | +72.0% | -15.6% | +87.6% | +75.0% |
| 1Y | +105.1% | -44.2% | +149.3% | +130.6% |
| 3Y | +220.6% | +181.5% | +39.1% | +134.0% |
| 5Y | +244.8% | -66.9% | +311.7% | +276.3% |
| All | +911.9% | +562.7% | +349.2% | +470.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling