+220.8%
SOXX vs AR
+44.8%
+176.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +3.0% | -1.3% | +4.3% | +3.3% |
| 30D | -3.1% | +3.5% | -6.7% | -3.9% |
| 3M | -4.4% | +9.9% | -14.3% | -6.8% |
| 6M | +52.9% | +4.5% | +48.3% | +49.4% |
| YTD | +72.0% | +13.7% | +58.3% | +62.8% |
| 1Y | +105.1% | +19.2% | +85.9% | +90.1% |
| All | +220.8% | +44.8% | +176.0% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling