+247.9%
SOXX vs AU
+686.2%
-438.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | +1.4% | -4.3% | +5.7% | +2.2% |
| 30D | -3.6% | +7.3% | -10.9% | -5.0% |
| 3M | -10.2% | +26.3% | -36.5% | -14.3% |
| 6M | +54.2% | +1.8% | +52.5% | +51.9% |
| YTD | +75.2% | +26.8% | +48.4% | +66.8% |
| 1Y | +107.5% | +66.7% | +40.8% | +89.9% |
| 3Y | +226.8% | +579.1% | -352.3% | +140.9% |
| All | +247.9% | +686.2% | -438.4% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling