+174.9%
SOXX vs AS
+107.2%
+67.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.7% |
| 7D | +6.1% | -2.8% | +8.9% | +7.0% |
| 30D | +0.5% | -23.2% | +23.7% | +8.8% |
| 3M | -5.3% | -20.1% | +14.8% | +0.8% |
| 6M | +58.3% | -18.5% | +76.8% | +67.1% |
| YTD | +76.8% | -25.6% | +102.5% | +91.3% |
| 1Y | +114.6% | -24.4% | +139.0% | +129.9% |
| All | +174.9% | +107.2% | +67.7% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling