+2,555.1%
SOXX vs ACN
+1,620.4%
+934.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.3% |
| 7D | +3.0% | -7.9% | +10.9% | +7.0% |
| 30D | -3.1% | -1.1% | -2.1% | -3.3% |
| 3M | -4.4% | +5.6% | -10.0% | -12.0% |
| 6M | +52.9% | -9.9% | +62.8% | +49.6% |
| YTD | +72.0% | -32.3% | +104.3% | +93.4% |
| 1Y | +105.1% | -25.3% | +130.4% | +116.8% |
| 3Y | +220.6% | -42.3% | +262.9% | +283.5% |
| 5Y | +244.8% | -43.5% | +288.3% | +320.2% |
| 10Y | +1,537.1% | +90.8% | +1,446.4% | +961.1% |
| All | +2,555.1% | +1,620.4% | +934.7% | +375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling