+220.8%
SOXX vs T
+106.8%
+114.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.1% |
| 7D | +3.0% | -2.4% | +5.5% | +2.1% |
| 30D | -3.1% | +4.3% | -7.4% | -1.5% |
| 3M | -4.4% | +11.6% | -16.0% | +0.7% |
| 6M | +52.9% | -5.6% | +58.5% | +53.9% |
| YTD | +72.0% | +6.6% | +65.4% | +79.2% |
| 1Y | +105.1% | -8.4% | +113.5% | +106.5% |
| All | +220.8% | +106.8% | +114.0% | +289.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling