+141.1%
SOXX vs AS
+131.9%
+9.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.4% | +8.5% | +6.8% |
| 7D | +3.5% | -3.0% | +6.5% | +4.6% |
| 30D | -14.4% | +9.6% | -24.0% | -17.0% |
| 3M | -12.7% | -8.2% | -4.5% | -10.8% |
| 6M | -12.4% | -9.9% | -2.5% | -10.4% |
| YTD | +55.1% | -16.8% | +71.9% | +61.5% |
| 1Y | +58.5% | +3.0% | +55.5% | +54.1% |
| All | +141.1% | +131.9% | +9.1% | +91.0% |
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