+1,537.1%
SOXX vs AGI
+392.3%
+1,144.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +1.4% | -2.7% | +4.1% | +1.7% |
| 30D | -3.6% | +7.2% | -10.8% | -4.3% |
| 3M | -10.2% | +4.3% | -14.4% | -10.9% |
| 6M | +54.2% | -27.1% | +81.3% | +58.1% |
| YTD | +75.2% | -6.6% | +81.8% | +75.2% |
| 1Y | +107.5% | +9.5% | +98.0% | +104.4% |
| 3Y | +226.8% | +208.4% | +18.3% | +195.4% |
| 5Y | +251.2% | +401.6% | -150.4% | +207.2% |
| All | +1,537.1% | +392.3% | +1,144.8% | +1,366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling