+52.5%
SOXX vs AR
+14.7%
+37.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.1% | -4.3% |
| 7D | -13.7% | -11.1% | -2.6% | -15.6% |
| 30D | -23.6% | +7.9% | -31.5% | -22.0% |
| 3M | -16.9% | +4.9% | -21.8% | -15.4% |
| 6M | -2.4% | -5.3% | +2.9% | -1.0% |
| YTD | +49.8% | +8.6% | +41.2% | +50.2% |
| 1Y | +52.5% | +13.7% | +38.9% | +51.2% |
| All | +52.5% | +14.7% | +37.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling