+1,594.6%
META vs SOXX
+2,994.5%
-1,400.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +5.0% |
| 7D | +5.2% | +9.4% | -4.2% | -0.4% |
| 30D | -13.0% | -13.8% | +0.8% | -6.6% |
| 3M | +7.9% | -18.6% | +26.6% | +19.0% |
| 6M | +4.2% | -15.1% | +19.4% | +6.5% |
| YTD | -2.5% | +49.0% | -51.5% | -31.4% |
| 1Y | +5.6% | +55.3% | -49.7% | -28.0% |
| 3Y | +96.8% | +179.0% | -82.2% | -13.9% |
| 5Y | +90.0% | +166.5% | -76.5% | -15.0% |
| 10Y | +444.3% | +1,203.0% | -758.7% | -6.1% |
| All | +1,594.6% | +2,994.5% | -1,400.0% | +105.8% |
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