+1,527.5%
META vs SOXX
+3,489.3%
-1,961.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | -1.0% |
| 7D | +6.7% | +2.2% | +4.5% | +5.3% |
| 30D | +4.8% | -2.0% | +6.8% | +5.6% |
| 3M | -1.6% | -13.7% | +12.1% | +2.5% |
| 6M | -7.5% | +52.4% | -59.8% | -33.5% |
| YTD | -6.4% | +72.8% | -79.2% | -38.4% |
| 1Y | -17.3% | +113.9% | -131.2% | -53.1% |
| 3Y | +109.9% | +210.7% | -100.8% | -11.8% |
| 5Y | +65.4% | +244.6% | -179.3% | -35.2% |
| 10Y | +391.8% | +1,468.0% | -1,076.2% | -22.3% |
| All | +1,527.5% | +3,489.3% | -1,961.9% | +84.8% |
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