+113.9%
SOXX vs ACN
-24.8%
+138.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +2.5% |
| 7D | +2.2% | -1.5% | +3.7% | +1.8% |
| 30D | -2.0% | +9.4% | -11.4% | +1.0% |
| 3M | -13.7% | +5.6% | -19.4% | -6.1% |
| 6M | +52.4% | -9.3% | +61.6% | +66.6% |
| YTD | +72.8% | -29.0% | +101.8% | +96.6% |
| 1Y | +113.9% | -24.7% | +138.6% | +140.5% |
| All | +113.9% | -24.8% | +138.7% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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