+247.9%
SOXX vs ACN
-42.1%
+290.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.8% |
| 7D | +1.4% | -1.5% | +2.9% | +1.8% |
| 30D | -3.6% | +2.1% | -5.7% | -4.6% |
| 3M | -10.2% | +11.1% | -21.3% | -15.1% |
| 6M | +54.2% | -6.8% | +61.1% | +56.5% |
| YTD | +75.2% | -30.0% | +105.3% | +108.7% |
| 1Y | +107.5% | -23.1% | +130.6% | +129.4% |
| 3Y | +226.8% | -40.4% | +267.2% | +313.9% |
| All | +247.9% | -42.1% | +290.0% | +317.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling