+1,537.1%
SOXX vs TER
+1,891.7%
-354.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.3% |
| 7D | +1.4% | +6.4% | -5.0% | -2.3% |
| 30D | -3.6% | -5.7% | +2.1% | -0.7% |
| 3M | -10.2% | -0.4% | -9.8% | -12.2% |
| 6M | +54.2% | +25.8% | +28.4% | +26.2% |
| YTD | +75.2% | +96.4% | -21.2% | +6.3% |
| 1Y | +107.5% | +229.2% | -121.7% | -11.9% |
| 3Y | +226.8% | +288.1% | -61.4% | +16.2% |
| 5Y | +251.2% | +219.9% | +31.3% | +36.5% |
| All | +1,537.1% | +1,891.7% | -354.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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