+2,575.4%
SOXX vs TER
+1,136.5%
+1,438.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -1.1% |
| 7D | +6.1% | +12.4% | -6.3% | -0.8% |
| 30D | +0.5% | +5.1% | -4.6% | -2.9% |
| 3M | -5.3% | +4.0% | -9.3% | -9.4% |
| 6M | +58.3% | +29.5% | +28.8% | +29.3% |
| YTD | +76.8% | +98.5% | -21.6% | +10.7% |
| 1Y | +114.6% | +234.1% | -119.5% | -3.2% |
| 3Y | +229.6% | +289.0% | -59.4% | +29.3% |
| 5Y | +257.3% | +228.2% | +29.2% | +51.6% |
| 10Y | +1,583.2% | +1,895.7% | -312.4% | +145.5% |
| All | +2,575.4% | +1,136.5% | +1,438.8% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling