+113.9%
SOXX vs T
-7.8%
+121.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.5% | +2.3% |
| 7D | +2.2% | -1.3% | +3.5% | +1.5% |
| 30D | -2.0% | +11.4% | -13.4% | +4.4% |
| 3M | -13.7% | +14.3% | -28.0% | -5.1% |
| 6M | +52.4% | -9.3% | +61.6% | +52.1% |
| YTD | +72.8% | +7.1% | +65.7% | +83.8% |
| 1Y | +113.9% | -9.1% | +123.0% | +114.3% |
| All | +113.9% | -7.8% | +121.7% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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