+168.3%
SOXX vs ADVB
-89.8%
+258.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.5% | +9.3% | +1.9% |
| 7D | +1.4% | -12.3% | +13.7% | +1.5% |
| 30D | -3.6% | +7.8% | -11.3% | -3.7% |
| 3M | -10.2% | +104.2% | -114.4% | -12.6% |
| 6M | +54.2% | +58.1% | -3.9% | +49.0% |
| YTD | +75.2% | +40.2% | +35.0% | +69.9% |
| 1Y | +107.5% | -16.1% | +123.6% | +105.0% |
| All | +168.3% | -89.8% | +258.1% | +220.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling