+166.7%
SOXX vs BA
-24.6%
+191.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.6% | -3.7% |
| 7D | +9.4% | -1.1% | +10.4% | +9.9% |
| 30D | -13.8% | -7.1% | -6.6% | -11.4% |
| 3M | -18.6% | -25.5% | +6.9% | -7.7% |
| 6M | -15.1% | -28.7% | +13.6% | -2.5% |
| YTD | +49.0% | -21.0% | +70.0% | +62.3% |
| 1Y | +55.3% | -11.9% | +67.1% | +60.2% |
| 3Y | +179.0% | -16.2% | +195.1% | +180.3% |
| All | +166.7% | -24.6% | +191.3% | +162.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling