+103.7%
SOXX vs BA
-10.2%
+113.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.4% |
| 7D | +3.0% | -2.7% | +5.7% | +4.2% |
| 30D | -3.1% | -12.2% | +9.1% | +1.9% |
| 3M | -4.4% | -2.0% | -2.4% | -4.0% |
| 6M | +52.9% | -6.0% | +58.8% | +53.9% |
| YTD | +72.0% | -5.7% | +77.7% | +71.3% |
| All | +103.7% | -10.2% | +113.9% | +103.2% |
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