+140.4%
SOXX vs AS
+125.3%
+15.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.6% |
| 7D | +17.5% | -3.6% | +21.1% | +18.8% |
| 30D | -14.5% | +3.4% | -17.9% | -15.6% |
| 3M | -14.9% | -8.6% | -6.3% | -12.9% |
| 6M | -9.8% | -10.0% | +0.3% | -7.8% |
| YTD | +54.7% | -19.2% | +73.8% | +62.5% |
| 1Y | +55.7% | -3.8% | +59.5% | +54.7% |
| All | +140.4% | +125.3% | +15.1% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling