+52.5%
SOXX vs A
+24.4%
+28.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.4% |
| 7D | -13.7% | -2.4% | -11.3% | -13.0% |
| 30D | -23.6% | +3.6% | -27.2% | -24.1% |
| 3M | -16.9% | +27.5% | -44.3% | -21.8% |
| 6M | -2.4% | +58.5% | -60.9% | -14.6% |
| YTD | +49.8% | +31.2% | +18.6% | +41.3% |
| 1Y | +52.5% | +22.2% | +30.3% | +47.1% |
| All | +52.5% | +24.4% | +28.1% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling