+113.9%
SOXX vs TGT
+84.5%
+29.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.5% |
| 7D | +2.2% | +0.8% | +1.4% | +2.2% |
| 30D | -2.0% | +12.2% | -14.2% | -1.8% |
| 3M | -13.7% | +33.8% | -47.5% | -15.0% |
| 6M | +52.4% | +39.3% | +13.1% | +48.5% |
| YTD | +72.8% | +72.9% | 0.0% | +59.5% |
| 1Y | +113.9% | +84.6% | +29.3% | +88.2% |
| All | +113.9% | +84.5% | +29.4% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling