+13,271.7%
GOOGL vs SOXX
+3,896.4%
+9,375.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +2.0% |
| 7D | -2.8% | +3.0% | -5.9% | -4.4% |
| 30D | -3.2% | -3.1% | -0.1% | -2.0% |
| 3M | -6.6% | -4.4% | -2.2% | -7.5% |
| 6M | +8.5% | +52.9% | -44.4% | -18.6% |
| YTD | +6.5% | +72.0% | -65.5% | -25.8% |
| 1Y | +39.4% | +105.1% | -65.7% | -12.4% |
| 3Y | +146.2% | +220.6% | -74.4% | +13.1% |
| 5Y | +138.3% | +244.8% | -106.5% | +2.2% |
| 10Y | +751.7% | +1,537.1% | -785.5% | +44.1% |
| All | +13,271.7% | +3,896.4% | +9,375.3% | +1,144.8% |
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