+2,575.4%
SOXX vs T
+341.3%
+2,234.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.4% | +1.5% |
| 7D | +6.1% | -3.1% | +9.2% | +7.5% |
| 30D | +0.5% | +4.6% | -4.1% | -1.8% |
| 3M | -5.3% | +12.2% | -17.5% | -11.6% |
| 6M | +58.3% | -6.5% | +64.8% | +59.9% |
| YTD | +76.8% | +4.9% | +72.0% | +67.5% |
| 1Y | +114.6% | -10.5% | +125.1% | +118.4% |
| 3Y | +229.6% | +104.6% | +125.0% | +106.7% |
| 5Y | +257.3% | +64.2% | +193.1% | +142.5% |
| 10Y | +1,583.2% | +68.4% | +1,514.8% | +979.2% |
| All | +2,575.4% | +341.3% | +2,234.1% | +702.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling