+620.7%
SOXX vs SITM
+4,789.7%
-4,168.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.7% | +0.2% |
| 7D | +1.4% | +3.9% | -2.5% | +0.2% |
| 30D | -3.6% | -6.6% | +3.0% | -2.0% |
| 3M | -10.2% | -11.9% | +1.7% | -8.2% |
| 6M | +54.2% | +81.1% | -26.9% | +25.8% |
| YTD | +75.2% | +80.0% | -4.8% | +41.3% |
| 1Y | +107.5% | +145.8% | -38.3% | +50.0% |
| 3Y | +226.8% | +475.9% | -249.1% | +68.9% |
| 5Y | +251.2% | +189.2% | +62.0% | +96.1% |
| All | +620.7% | +4,789.7% | -4,168.9% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling