+360.5%
SOXX vs AGG
-0.5%
+361.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.1% |
| 7D | +158.9% | +0.5% | +158.4% | +155.9% |
| 30D | +129.2% | +2.4% | +126.8% | +113.7% |
| 3M | +149.7% | -1.0% | +150.7% | +161.3% |
| 6M | +193.4% | -0.9% | +194.3% | +207.7% |
| YTD | +351.0% | -0.9% | +351.9% | +371.3% |
| 1Y | +360.5% | -0.5% | +361.0% | +381.3% |
| All | +360.5% | -0.5% | +361.0% | +381.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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