+35.7%
SOXS vs USFD
+10.7%
+25.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +11.0% |
| 7D | -28.4% | +1.7% | -30.1% | -28.5% |
| 30D | +19.4% | +10.2% | +9.3% | +18.7% |
| All | +35.7% | +10.7% | +25.0% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1mo: compounded portfolio wealth divided by compounded USFD 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…
1mo analysis · Full analysis span regression · Available span rolling