+241.5%
SOXX vs ALB
-46.7%
+288.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.8% |
| 7D | +3.0% | -7.6% | +10.6% | +5.6% |
| 30D | -3.1% | -5.6% | +2.5% | -1.8% |
| 3M | -4.4% | -16.8% | +12.4% | +0.9% |
| 6M | +52.9% | -26.3% | +79.2% | +65.6% |
| YTD | +72.0% | -13.2% | +85.2% | +74.6% |
| 1Y | +105.1% | +68.8% | +36.3% | +63.7% |
| 3Y | +220.6% | -30.7% | +251.3% | +218.7% |
| All | +241.5% | -46.7% | +288.2% | +241.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling