+52.5%
SOXX vs SRE
-7.5%
+60.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.3% | -3.0% |
| 7D | -13.7% | -2.1% | -11.6% | -13.6% |
| 30D | -23.6% | +6.1% | -29.7% | -24.0% |
| 3M | -16.9% | -3.5% | -13.4% | -16.5% |
| 6M | -2.4% | -10.8% | +8.4% | -1.0% |
| YTD | +49.8% | -4.0% | +53.8% | +48.7% |
| 1Y | +52.5% | -7.7% | +60.2% | +52.6% |
| All | +52.5% | -7.5% | +60.0% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling