+247.9%
SOXX vs AGG
-2.6%
+250.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +1.4% | -1.1% | +2.4% | +2.4% |
| 30D | -3.6% | -1.1% | -2.4% | -2.6% |
| 3M | -10.2% | -1.9% | -8.2% | -8.5% |
| 6M | +54.2% | -1.7% | +56.0% | +57.0% |
| YTD | +75.2% | -1.3% | +76.5% | +77.8% |
| 1Y | +107.5% | -0.7% | +108.2% | +109.6% |
| 3Y | +226.8% | +12.5% | +214.3% | +194.8% |
| All | +247.9% | -2.6% | +250.5% | +214.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling