+2,174.4%
MSFT vs SOXX
+2,514.7%
-340.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.5% |
| 7D | -3.5% | +3.0% | -6.5% | -5.1% |
| 30D | -2.1% | -3.1% | +1.1% | -0.9% |
| 3M | +24.2% | -4.4% | +28.6% | +22.6% |
| 6M | +21.9% | +52.9% | -31.0% | -8.7% |
| YTD | +2.5% | +72.0% | -69.5% | -28.6% |
| 1Y | -0.8% | +105.1% | -105.9% | -37.9% |
| 3Y | +50.8% | +220.6% | -169.8% | -30.6% |
| 5Y | +73.5% | +244.8% | -171.3% | -25.5% |
| 10Y | +886.6% | +1,537.1% | -650.5% | +76.5% |
| All | +2,174.4% | +2,514.7% | -340.3% | +146.3% |
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