+226.8%
SOXX vs AUR
+84.2%
+142.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +1.4% | +1.4% | 0.0% | +1.1% |
| 30D | -3.6% | -6.4% | +2.8% | -2.6% |
| 3M | -10.2% | +7.7% | -17.9% | -11.5% |
| 6M | +54.2% | +44.5% | +9.7% | +43.8% |
| YTD | +75.2% | +67.4% | +7.8% | +59.1% |
| 1Y | +107.5% | +15.4% | +92.1% | +98.6% |
| 3Y | +226.8% | +94.8% | +131.9% | +150.7% |
| All | +226.8% | +84.2% | +142.5% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling