+2,591.1%
SOXX vs AR
-29.0%
+2,620.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +1.4% | -2.5% | +3.9% | +1.7% |
| 30D | -3.6% | +2.5% | -6.1% | -3.9% |
| 3M | -10.2% | +12.3% | -22.5% | -11.8% |
| 6M | +54.2% | -3.1% | +57.4% | +53.8% |
| YTD | +75.2% | +11.5% | +63.7% | +70.9% |
| 1Y | +107.5% | +17.0% | +90.5% | +100.7% |
| 3Y | +226.8% | +47.3% | +179.5% | +204.7% |
| 5Y | +251.2% | +141.2% | +110.0% | +204.9% |
| 10Y | +1,567.6% | +41.8% | +1,525.9% | +1,329.8% |
| All | +2,591.1% | -29.0% | +2,620.2% | +2,406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling