+3,489.0%
SOXX vs AGG
+96.0%
+3,393.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +1.4% | -1.1% | +2.4% | +1.3% |
| 30D | -3.6% | -1.1% | -2.4% | -3.7% |
| 3M | -10.2% | -1.9% | -8.2% | -10.3% |
| 6M | +54.2% | -1.7% | +56.0% | +53.9% |
| YTD | +75.2% | -1.3% | +76.5% | +74.9% |
| 1Y | +107.5% | -0.7% | +108.2% | +107.4% |
| 3Y | +226.8% | +12.5% | +214.3% | +233.1% |
| 5Y | +251.2% | -2.5% | +253.7% | +232.6% |
| 10Y | +1,567.6% | +14.2% | +1,553.4% | +1,670.6% |
| All | +3,489.0% | +96.0% | +3,393.0% | +5,287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling