+247.9%
SOXX vs AA
+1.1%
+246.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +1.4% | -3.4% | +4.8% | +2.5% |
| 30D | -3.6% | -5.8% | +2.2% | -2.0% |
| 3M | -10.2% | -29.9% | +19.7% | -0.6% |
| 6M | +54.2% | -27.0% | +81.3% | +67.5% |
| YTD | +75.2% | -8.7% | +83.9% | +76.7% |
| 1Y | +107.5% | +50.6% | +56.9% | +78.7% |
| 3Y | +226.8% | +74.1% | +152.7% | +157.8% |
| All | +247.9% | +1.1% | +246.8% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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