+2,502.1%
SOXX vs AA
-31.7%
+2,533.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.8% | +2.1% | -1.1% |
| 7D | +3.0% | -5.4% | +8.4% | +4.9% |
| 30D | -3.1% | -10.7% | +7.5% | +0.4% |
| 3M | -4.4% | -26.2% | +21.8% | +5.4% |
| 6M | +52.9% | -20.9% | +73.8% | +62.8% |
| YTD | +72.0% | -8.6% | +80.6% | +73.2% |
| 1Y | +105.1% | +57.4% | +47.7% | +69.4% |
| 3Y | +220.6% | +77.8% | +142.8% | +138.9% |
| 5Y | +244.8% | +2.7% | +242.1% | +179.8% |
| 10Y | +1,537.1% | +121.2% | +1,415.9% | +674.5% |
| All | +2,502.1% | -31.7% | +2,533.8% | +1,208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling