+558.8%
SOXX vs TE
-52.9%
+611.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -3.6% | -5.9% | +2.3% | -3.0% |
| 3M | -10.2% | -45.6% | +35.4% | -3.3% |
| 6M | +54.2% | -43.4% | +97.6% | +61.5% |
| YTD | +75.2% | -31.0% | +106.2% | +76.5% |
| 1Y | +107.5% | +145.2% | -37.7% | +70.4% |
| 3Y | +226.8% | -24.1% | +250.8% | +188.6% |
| 5Y | +251.2% | -48.1% | +299.4% | +216.3% |
| All | +558.8% | -52.9% | +611.7% | +515.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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