+546.7%
SOXX vs TE
-53.2%
+599.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.0% | -1.8% |
| 7D | +3.0% | +0.9% | +2.2% | +2.8% |
| 30D | -3.1% | -16.3% | +13.1% | -1.1% |
| 3M | -4.4% | -40.8% | +36.3% | +1.8% |
| 6M | +52.9% | -42.6% | +95.5% | +59.8% |
| YTD | +72.0% | -31.4% | +103.4% | +73.5% |
| 1Y | +105.1% | +144.9% | -39.8% | +68.4% |
| 3Y | +220.6% | -26.0% | +246.6% | +184.6% |
| 5Y | +244.8% | -48.5% | +293.3% | +210.8% |
| All | +546.7% | -53.2% | +599.9% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling