+1,537.1%
SOXX vs AZO
+296.8%
+1,240.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +1.4% | -3.6% | +5.0% | +2.5% |
| 30D | -3.6% | -5.6% | +2.0% | -2.0% |
| 3M | -10.2% | -6.6% | -3.5% | -9.2% |
| 6M | +54.2% | -22.5% | +76.8% | +65.0% |
| YTD | +75.2% | -15.2% | +90.4% | +81.2% |
| 1Y | +107.5% | -33.9% | +141.4% | +133.1% |
| 3Y | +226.8% | +11.8% | +215.0% | +193.3% |
| 5Y | +251.2% | +85.5% | +165.7% | +153.0% |
| All | +1,537.1% | +296.8% | +1,240.3% | +882.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling