+1,537.1%
SOXX vs TAP
-49.9%
+1,587.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +1.4% | -3.9% | +5.3% | +2.2% |
| 30D | -3.6% | -5.3% | +1.7% | -2.7% |
| 3M | -10.2% | -3.8% | -6.4% | -10.1% |
| 6M | +54.2% | -11.4% | +65.6% | +56.9% |
| YTD | +75.2% | -13.7% | +89.0% | +78.6% |
| 1Y | +107.5% | -17.2% | +124.7% | +113.0% |
| 3Y | +226.8% | -33.1% | +259.8% | +250.6% |
| 5Y | +251.2% | +0.8% | +250.4% | +227.1% |
| All | +1,537.1% | -49.9% | +1,587.0% | +1,577.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling