+103.7%
SOXX vs ADVB
-7.8%
+111.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.1% | -6.9% | -2.7% |
| 7D | +3.0% | -5.9% | +8.9% | +3.0% |
| 30D | -3.1% | +13.9% | -17.0% | -3.0% |
| 3M | -4.4% | +127.3% | -131.7% | -3.2% |
| 6M | +52.9% | +77.0% | -24.1% | +53.8% |
| YTD | +72.0% | +51.5% | +20.5% | +73.4% |
| All | +103.7% | -7.8% | +111.5% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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