+52.5%
SOXX vs AS
+3.3%
+49.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.1% | -8.3% | -4.6% |
| 7D | -13.7% | +13.8% | -27.5% | -17.1% |
| 30D | -23.6% | +16.7% | -40.3% | -27.3% |
| 3M | -16.9% | -11.5% | -5.4% | -13.6% |
| 6M | -2.4% | -5.5% | +3.1% | -1.8% |
| YTD | +49.8% | -14.2% | +64.0% | +52.7% |
| 1Y | +52.5% | +2.1% | +50.5% | +48.5% |
| All | +52.5% | +3.3% | +49.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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