+226.8%
SOXX vs AGI
+206.1%
+20.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.4% | -2.7% | +4.1% | +2.0% |
| 30D | -3.6% | +7.2% | -10.8% | -5.1% |
| 3M | -10.2% | +4.3% | -14.4% | -11.7% |
| 6M | +54.2% | -27.1% | +81.3% | +61.4% |
| YTD | +75.2% | -6.6% | +81.8% | +74.8% |
| 1Y | +107.5% | +9.5% | +98.0% | +100.4% |
| 3Y | +226.8% | +208.4% | +18.3% | +172.3% |
| All | +226.8% | +206.1% | +20.6% | +172.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling