+2,575.4%
SOXX vs TAP
+165.1%
+2,410.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +6.1% | -5.1% | +11.2% | +7.6% |
| 30D | +0.5% | -8.4% | +8.9% | +2.8% |
| 3M | -5.3% | -3.9% | -1.4% | -5.2% |
| 6M | +58.3% | -14.4% | +72.7% | +63.3% |
| YTD | +76.8% | -14.7% | +91.6% | +81.7% |
| 1Y | +114.6% | -18.7% | +133.3% | +122.6% |
| 3Y | +229.6% | -32.6% | +262.3% | +255.6% |
| 5Y | +257.3% | -1.4% | +258.7% | +234.2% |
| 10Y | +1,583.2% | -50.4% | +1,633.6% | +1,757.1% |
| All | +2,575.4% | +165.1% | +2,410.3% | +1,621.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling