+241.5%
SOXX vs TER
+209.4%
+32.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -0.7% |
| 7D | +3.0% | +9.4% | -6.3% | -2.3% |
| 30D | -3.1% | -2.4% | -0.7% | -2.3% |
| 3M | -4.4% | +6.5% | -10.9% | -10.0% |
| 6M | +52.9% | +23.2% | +29.7% | +27.5% |
| YTD | +72.0% | +91.5% | -19.5% | +7.0% |
| 1Y | +105.1% | +214.8% | -109.7% | -9.8% |
| 3Y | +220.6% | +275.3% | -54.7% | +14.9% |
| All | +241.5% | +209.4% | +32.1% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling