+52.5%
SOXX vs AU
+42.5%
+10.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.0% | -11.1% | -5.6% |
| 7D | -13.7% | +0.8% | -14.5% | -14.0% |
| 30D | -23.6% | -7.0% | -16.6% | -22.0% |
| 3M | -16.9% | +8.5% | -25.4% | -20.0% |
| 6M | -2.4% | -1.3% | -1.1% | -3.5% |
| YTD | +49.8% | +6.8% | +43.1% | +43.4% |
| 1Y | +52.5% | +44.6% | +7.9% | +32.3% |
| All | +52.5% | +42.5% | +10.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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