+107.5%
SOXX vs BAC
+27.7%
+79.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -3.6% | -2.8% | -0.8% | -2.6% |
| 3M | -10.2% | +14.2% | -24.4% | -14.7% |
| 6M | +54.2% | +30.5% | +23.7% | +36.9% |
| YTD | +75.2% | +15.8% | +59.4% | +62.9% |
| 1Y | +107.5% | +26.2% | +81.3% | +84.0% |
| All | +107.5% | +27.7% | +79.8% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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