-12.4%
SOXX vs AS
-13.5%
+1.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.4% | +8.5% | +6.4% |
| 7D | +3.5% | -3.0% | +6.5% | +3.9% |
| 30D | -14.4% | +9.6% | -24.0% | -15.4% |
| 3M | -12.7% | -8.2% | -4.5% | -11.5% |
| 6M | -12.4% | -9.9% | -2.5% | -12.3% |
| All | -12.4% | -13.5% | +1.1% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling