+195.8%
SOXX vs SN
+453.9%
-258.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.2% | -1.5% |
| 7D | +3.0% | -7.2% | +10.2% | +5.4% |
| 30D | -3.1% | -13.4% | +10.2% | +1.0% |
| 3M | -4.4% | +26.8% | -31.2% | -11.8% |
| 6M | +52.9% | +44.6% | +8.3% | +34.5% |
| YTD | +72.0% | +45.3% | +26.7% | +50.8% |
| 1Y | +105.1% | +40.1% | +65.0% | +80.8% |
| 3Y | +220.6% | +375.3% | -154.7% | +143.8% |
| All | +195.8% | +453.9% | -258.1% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling