-13.9%
META vs SOXX
+104.0%
-117.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.0% |
| 7D | +5.5% | +3.0% | +2.5% | +5.0% |
| 30D | +7.6% | -3.1% | +10.7% | +8.1% |
| 3M | +13.0% | -4.4% | +17.4% | +11.6% |
| 6M | -1.3% | +52.9% | -54.2% | -20.4% |
| YTD | -2.2% | +72.0% | -74.2% | -24.1% |
| All | -13.9% | +104.0% | -117.9% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling