+50.1%
MSFT vs SOXX
+222.5%
-172.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.2% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | +0.8% | -3.6% | +4.4% | +1.5% |
| 3M | +27.2% | -10.2% | +37.4% | +28.0% |
| 6M | +22.9% | +54.2% | -31.3% | +3.7% |
| YTD | +3.1% | +75.2% | -72.1% | -17.1% |
| 1Y | -0.3% | +107.5% | -107.8% | -24.9% |
| 3Y | +50.1% | +226.8% | -176.7% | -5.5% |
| All | +50.1% | +222.5% | -172.4% | -5.5% |
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 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