+247.9%
SOXX vs A
-14.3%
+262.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +0.4% |
| 7D | +1.4% | -2.6% | +4.0% | +2.8% |
| 30D | -3.6% | -0.9% | -2.7% | -3.3% |
| 3M | -10.2% | +13.6% | -23.8% | -16.9% |
| 6M | +54.2% | +27.8% | +26.4% | +31.0% |
| YTD | +75.2% | +8.6% | +66.6% | +64.0% |
| 1Y | +107.5% | +16.9% | +90.6% | +84.3% |
| 3Y | +226.8% | +32.9% | +193.9% | +156.2% |
| All | +247.9% | -14.3% | +262.2% | +252.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling