+1,537.1%
SOXX vs ALB
+78.3%
+1,458.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +3.0% |
| 7D | +1.4% | -6.6% | +8.0% | +3.7% |
| 30D | -3.6% | -8.1% | +4.5% | -1.3% |
| 3M | -10.2% | -25.7% | +15.5% | -1.3% |
| 6M | +54.2% | -29.5% | +83.7% | +70.2% |
| YTD | +75.2% | -16.2% | +91.4% | +80.2% |
| 1Y | +107.5% | +59.2% | +48.3% | +67.5% |
| 3Y | +226.8% | -33.7% | +260.5% | +227.0% |
| 5Y | +251.2% | -48.1% | +299.3% | +267.4% |
| All | +1,537.1% | +78.3% | +1,458.8% | +889.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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