+1,725.7%
SOXX vs TRU
+228.8%
+1,496.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | +1.4% | -2.7% | +4.1% | +2.6% |
| 30D | -3.6% | -2.0% | -1.5% | -3.2% |
| 3M | -10.2% | +18.4% | -28.6% | -19.3% |
| 6M | +54.2% | +8.9% | +45.4% | +42.4% |
| YTD | +75.2% | -8.9% | +84.1% | +73.7% |
| 1Y | +107.5% | -15.9% | +123.4% | +111.9% |
| 3Y | +226.8% | -1.1% | +227.8% | +190.3% |
| 5Y | +251.2% | -35.2% | +286.4% | +283.6% |
| 10Y | +1,567.6% | +145.3% | +1,422.4% | +895.7% |
| All | +1,725.7% | +228.8% | +1,496.9% | +902.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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