+113.9%
SOXX vs BA
-8.9%
+122.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | +2.2% | +1.2% | +1.1% | +1.8% |
| 30D | -2.0% | -11.6% | +9.6% | +2.7% |
| 3M | -13.7% | -2.4% | -11.3% | -13.2% |
| 6M | +52.4% | -6.6% | +59.0% | +53.0% |
| YTD | +72.8% | -2.2% | +75.1% | +69.9% |
| 1Y | +113.9% | -8.0% | +121.9% | +110.6% |
| All | +113.9% | -8.9% | +122.8% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 1y: compounded portfolio wealth divided by compounded BA 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…
1y analysis · Full analysis span regression · 6 months rolling