+114.4%
META vs SOXX
+225.5%
-111.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.3% |
| 7D | +10.3% | +6.1% | +4.2% | +7.8% |
| 30D | +9.9% | +0.5% | +9.4% | +9.5% |
| 3M | +11.9% | -5.3% | +17.2% | +11.3% |
| 6M | +1.2% | +58.3% | -57.2% | -23.3% |
| YTD | -0.8% | +76.8% | -77.6% | -29.3% |
| 1Y | -14.3% | +114.6% | -128.9% | -45.4% |
| All | +114.4% | +225.5% | -111.1% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling