+2,502.1%
SOXX vs SRE
+1,304.7%
+1,197.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.2% |
| 7D | +3.0% | -0.7% | +3.7% | +3.4% |
| 30D | -3.1% | -1.7% | -1.4% | -2.6% |
| 3M | -4.4% | -7.1% | +2.7% | -1.5% |
| 6M | +52.9% | -8.4% | +61.3% | +57.9% |
| YTD | +72.0% | -3.5% | +75.5% | +73.0% |
| 1Y | +105.1% | +5.4% | +99.7% | +97.3% |
| 3Y | +220.6% | +29.5% | +191.1% | +169.4% |
| 5Y | +244.8% | +48.3% | +196.5% | +167.0% |
| 10Y | +1,537.1% | +123.5% | +1,413.7% | +850.9% |
| All | +2,502.1% | +1,304.7% | +1,197.4% | +421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling