+229.8%
SOXX vs BA
-3.4%
+233.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.5% |
| 7D | +6.1% | -1.2% | +7.3% | +6.6% |
| 30D | +0.5% | -11.3% | +11.8% | +5.6% |
| 3M | -5.3% | -3.8% | -1.5% | -4.2% |
| 6M | +58.3% | -8.3% | +66.6% | +62.6% |
| YTD | +76.8% | -4.9% | +81.8% | +78.2% |
| 1Y | +114.6% | -10.1% | +124.7% | +120.5% |
| All | +229.8% | -3.4% | +233.3% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling