+84.7%
META vs SOXX
+178.4%
-93.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +3.1% | +17.5% | -14.4% | -5.8% |
| 30D | -18.2% | -14.5% | -3.7% | -11.9% |
| 3M | +7.8% | -14.9% | +22.7% | +15.9% |
| 6M | +3.6% | -9.8% | +13.4% | +1.7% |
| YTD | -5.3% | +54.7% | -60.0% | -36.6% |
| 1Y | +2.7% | +55.7% | -52.9% | -31.9% |
| 3Y | +91.5% | +186.8% | -95.3% | -27.5% |
| 5Y | +84.7% | +176.7% | -92.0% | -30.2% |
| All | +84.7% | +178.4% | -93.7% | -30.2% |
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