+247.9%
SOXX vs B
+157.4%
+90.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.4% | -2.4% | +3.8% | +2.1% |
| 30D | -3.6% | +6.3% | -9.9% | -5.4% |
| 3M | -10.2% | +12.1% | -22.3% | -13.4% |
| 6M | +54.2% | -3.1% | +57.3% | +53.8% |
| YTD | +75.2% | +2.0% | +73.3% | +72.3% |
| 1Y | +107.5% | +51.7% | +55.8% | +86.3% |
| 3Y | +226.8% | +190.5% | +36.3% | +152.4% |
| All | +247.9% | +157.4% | +90.4% | +164.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling