+1,537.1%
SOXX vs B
+210.7%
+1,326.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +1.4% | -2.4% | +3.8% | +1.9% |
| 30D | -3.6% | +6.3% | -9.9% | -4.9% |
| 3M | -10.2% | +12.1% | -22.3% | -12.4% |
| 6M | +54.2% | -3.1% | +57.3% | +54.2% |
| YTD | +75.2% | +2.0% | +73.3% | +73.4% |
| 1Y | +107.5% | +51.7% | +55.8% | +92.2% |
| 3Y | +226.8% | +190.5% | +36.3% | +171.3% |
| 5Y | +251.2% | +158.0% | +93.2% | +191.3% |
| All | +1,537.1% | +210.7% | +1,326.4% | +1,250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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