+247.9%
SOXX vs AME
+89.9%
+158.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | -1.3% |
| 7D | +1.4% | +1.7% | -0.4% | -0.4% |
| 30D | -3.6% | -6.4% | +2.9% | +2.9% |
| 3M | -10.2% | +7.1% | -17.2% | -15.2% |
| 6M | +54.2% | +8.2% | +46.1% | +44.6% |
| YTD | +75.2% | +18.2% | +57.0% | +51.3% |
| 1Y | +107.5% | +26.7% | +80.8% | +67.0% |
| 3Y | +226.8% | +60.7% | +166.1% | +103.0% |
| All | +247.9% | +89.9% | +158.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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