+226.8%
SOXX vs SITM
+452.7%
-225.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.7% | +0.1% |
| 7D | +1.4% | +3.9% | -2.5% | +0.1% |
| 30D | -3.6% | -6.6% | +3.0% | -1.9% |
| 3M | -10.2% | -11.9% | +1.7% | -8.1% |
| 6M | +54.2% | +81.1% | -26.9% | +23.5% |
| YTD | +75.2% | +80.0% | -4.8% | +38.5% |
| 1Y | +107.5% | +145.8% | -38.3% | +45.2% |
| 3Y | +226.8% | +475.9% | -249.1% | +59.9% |
| All | +226.8% | +452.7% | -225.9% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling