+136.0%
GOOG vs SOXX
+247.7%
-111.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.3% | +0.7% |
| 7D | 0.0% | +1.4% | -1.3% | -0.6% |
| 30D | -2.0% | -3.6% | +1.6% | -0.7% |
| 3M | -5.9% | -10.2% | +4.3% | -3.5% |
| 6M | +8.9% | +54.2% | -45.3% | -16.6% |
| YTD | +7.1% | +75.2% | -68.1% | -23.8% |
| 1Y | +39.7% | +107.5% | -67.8% | -9.5% |
| 3Y | +145.8% | +226.8% | -80.9% | +14.3% |
| All | +136.0% | +247.7% | -111.7% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling