+226.8%
SOXX vs A
+31.5%
+195.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +0.7% |
| 7D | +1.4% | -2.6% | +4.0% | +2.6% |
| 30D | -3.6% | -0.9% | -2.7% | -3.3% |
| 3M | -10.2% | +13.6% | -23.8% | -15.7% |
| 6M | +54.2% | +27.8% | +26.4% | +34.7% |
| YTD | +75.2% | +8.6% | +66.6% | +66.8% |
| 1Y | +107.5% | +16.9% | +90.6% | +88.6% |
| 3Y | +226.8% | +32.9% | +193.9% | +179.4% |
| All | +226.8% | +31.5% | +195.2% | +179.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling