+220.8%
SOXX vs TER
+270.5%
-49.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -0.9% |
| 7D | +3.0% | +9.4% | -6.3% | -1.8% |
| 30D | -3.1% | -2.4% | -0.7% | -2.4% |
| 3M | -4.4% | +6.5% | -10.9% | -9.0% |
| 6M | +52.9% | +23.2% | +29.7% | +31.1% |
| YTD | +72.0% | +91.5% | -19.5% | +14.1% |
| 1Y | +105.1% | +214.8% | -109.7% | +0.3% |
| All | +220.8% | +270.5% | -49.7% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling