+241.5%
SOXX vs T
+67.3%
+174.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.6% |
| 7D | +3.0% | -2.4% | +5.5% | +2.8% |
| 30D | -3.1% | +4.3% | -7.4% | -2.8% |
| 3M | -4.4% | +11.6% | -16.0% | -3.3% |
| 6M | +52.9% | -5.6% | +58.5% | +54.4% |
| YTD | +72.0% | +6.6% | +65.4% | +73.1% |
| 1Y | +105.1% | -8.4% | +113.5% | +107.8% |
| 3Y | +220.6% | +107.8% | +112.8% | +187.8% |
| All | +241.5% | +67.3% | +174.2% | +239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling