+2,502.1%
SOXX vs ALL
+984.0%
+1,518.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +3.0% | -4.3% | +7.3% | +4.8% |
| 30D | -3.1% | -3.6% | +0.4% | -1.9% |
| 3M | -4.4% | +13.2% | -17.6% | -10.8% |
| 6M | +52.9% | +22.5% | +30.4% | +36.7% |
| YTD | +72.0% | +22.7% | +49.3% | +52.7% |
| 1Y | +105.1% | +28.3% | +76.8% | +77.5% |
| 3Y | +220.6% | +152.0% | +68.6% | +96.3% |
| 5Y | +244.8% | +115.4% | +129.4% | +119.6% |
| 10Y | +1,537.1% | +361.5% | +1,175.6% | +614.3% |
| All | +2,502.1% | +984.0% | +1,518.1% | +474.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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