+30,145.0%
AMZN vs SOXX
+2,563.4%
+27,581.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +0.8% |
| 7D | -0.7% | +1.4% | -2.1% | -1.6% |
| 30D | -3.9% | -3.6% | -0.4% | -2.3% |
| 3M | +6.3% | -10.2% | +16.5% | +9.2% |
| 6M | +20.8% | +54.2% | -33.5% | -13.9% |
| YTD | +11.2% | +75.2% | -64.0% | -27.7% |
| 1Y | +11.7% | +107.5% | -95.8% | -35.3% |
| 3Y | +79.4% | +226.8% | -147.3% | -26.4% |
| 5Y | +48.0% | +251.2% | -203.2% | -43.1% |
| 10Y | +575.6% | +1,567.6% | -992.0% | -13.3% |
| All | +30,145.0% | +2,563.4% | +27,581.6% | +2,703.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX 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 SOXX 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