+107.5%
SOXX vs T
-6.8%
+114.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +3.1% |
| 7D | +1.4% | +1.5% | -0.1% | +2.3% |
| 30D | -3.6% | +7.5% | -11.0% | +0.8% |
| 3M | -10.2% | +14.8% | -25.0% | -0.7% |
| 6M | +54.2% | -1.7% | +56.0% | +59.8% |
| YTD | +75.2% | +8.7% | +66.5% | +88.1% |
| 1Y | +107.5% | -7.5% | +115.0% | +103.3% |
| All | +107.5% | -6.8% | +114.3% | +103.3% |
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