+220.8%
SOXX vs B
+190.9%
+29.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.0% |
| 7D | +3.0% | -5.0% | +8.1% | +4.7% |
| 30D | -3.1% | +8.7% | -11.9% | -5.9% |
| 3M | -4.4% | +17.3% | -21.7% | -9.6% |
| 6M | +52.9% | -5.0% | +57.9% | +52.9% |
| YTD | +72.0% | +1.4% | +70.6% | +68.7% |
| 1Y | +105.1% | +50.5% | +54.6% | +82.2% |
| All | +220.8% | +190.9% | +29.9% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling